-100.0%
GWH price history and return analytics
+81.4%
-181.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.3% | +0.2% | -33.6% | -33.7% |
| 7D | -20.0% | -2.3% | -17.7% | -17.0% |
| 30D | -69.2% | -5.0% | -64.3% | -66.6% |
| 3M | -94.1% | -4.9% | -89.2% | -93.5% |
| 6M | -96.5% | +0.4% | -96.9% | -96.6% |
| YTD | -97.9% | +8.5% | -106.4% | -98.2% |
| 1Y | -99.0% | +11.4% | -110.4% | -99.2% |
| 3Y | -99.8% | +70.1% | -169.9% | -99.9% |
| 5Y | -100.0% | +53.7% | -153.7% | -100.0% |
| All | -100.0% | +81.4% | -181.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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