+32.6%
XYZ vs GWW
+53.3%
-20.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.3% |
| 7D | +14.9% | +5.3% | +9.6% | +12.6% |
| 30D | +14.7% | +12.4% | +2.2% | +9.6% |
| 3M | +12.1% | +13.7% | -1.6% | +6.6% |
| 6M | +18.3% | +18.0% | +0.3% | +9.1% |
| YTD | +36.1% | +44.6% | -8.5% | +17.1% |
| All | +32.6% | +53.3% | -20.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling