+5.6%
XYZ vs GWW
+30.8%
-25.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.1% |
| 7D | +2.9% | -1.5% | +4.4% | +3.5% |
| 30D | +1.4% | +1.1% | +0.3% | +0.8% |
| 3M | +14.6% | -1.0% | +15.5% | +13.9% |
| 6M | +20.8% | +16.3% | +4.4% | +7.9% |
| YTD | +23.1% | +28.5% | -5.5% | +6.4% |
| 1Y | +5.6% | +30.3% | -24.6% | -10.9% |
| All | +5.6% | +30.8% | -25.2% | -10.9% |
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