-68.4%
XYZ vs GWW
+221.1%
-289.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -3.7% | -0.5% | -3.2% | -3.4% |
| 30D | +0.5% | -1.4% | +2.0% | +1.4% |
| 3M | +16.3% | -3.6% | +19.9% | +18.4% |
| 6M | +21.1% | +15.1% | +6.0% | +7.5% |
| YTD | +22.0% | +27.5% | -5.5% | +0.1% |
| 1Y | +5.2% | +29.6% | -24.5% | -15.0% |
| 3Y | +49.6% | +90.1% | -40.5% | -12.3% |
| 5Y | -68.4% | +222.6% | -291.0% | -87.6% |
| All | -68.4% | +221.1% | -289.5% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling