+580.0%
XYZ vs GWW
+557.3%
+22.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -1.8% |
| 7D | +2.9% | -1.5% | +4.4% | +3.7% |
| 30D | +1.4% | +1.1% | +0.3% | +0.7% |
| 3M | +14.6% | -1.0% | +15.5% | +14.5% |
| 6M | +20.8% | +16.3% | +4.4% | +9.9% |
| YTD | +23.1% | +28.5% | -5.5% | +5.9% |
| 1Y | +5.6% | +30.3% | -24.6% | -9.9% |
| 3Y | +50.9% | +91.6% | -40.7% | +4.0% |
| 5Y | -68.6% | +224.0% | -292.5% | -83.3% |
| 10Y | +580.0% | +551.3% | +28.7% | +198.0% |
| All | +580.0% | +557.3% | +22.7% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling