+554.0%
XYZ vs GWW
+757.5%
-203.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.1% |
| 7D | +12.1% | +6.0% | +6.2% | +9.0% |
| 30D | +12.4% | +14.0% | -1.7% | +4.9% |
| 3M | +8.2% | +12.5% | -4.4% | +1.6% |
| 6M | +20.7% | +23.6% | -3.0% | +6.7% |
| YTD | +31.3% | +43.6% | -12.3% | +6.8% |
| 1Y | +20.5% | +52.5% | -32.0% | -5.4% |
| 3Y | +72.6% | +92.6% | -20.0% | +19.2% |
| 5Y | -64.0% | +219.0% | -283.0% | -80.8% |
| 10Y | +601.8% | +713.8% | -112.0% | +172.9% |
| All | +554.0% | +757.5% | -203.5% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling