+533.2%
XYZ vs GWW
+688.4%
-155.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.8% |
| 30D | -1.7% | +3.3% | -5.0% | -3.5% |
| 3M | +16.7% | +2.9% | +13.8% | +14.2% |
| 6M | +26.9% | +15.8% | +11.1% | +15.9% |
| YTD | +27.1% | +32.0% | -4.9% | +7.9% |
| 1Y | +9.3% | +29.9% | -20.6% | -6.6% |
| 3Y | +42.3% | +91.1% | -48.8% | -1.6% |
| 5Y | -69.3% | +223.9% | -293.3% | -83.7% |
| 10Y | +586.8% | +567.0% | +19.8% | +192.1% |
| All | +533.2% | +688.4% | -155.2% | +152.0% |
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 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