+197.1%
ABT vs GWW
+570.2%
-373.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.6% |
| 7D | -5.9% | -3.4% | -2.5% | -4.9% |
| 30D | -8.1% | -1.9% | -6.2% | -7.6% |
| 3M | +14.5% | -2.4% | +16.9% | +15.2% |
| 6M | -6.3% | +15.7% | -22.0% | -10.5% |
| YTD | -17.1% | +27.6% | -44.7% | -23.4% |
| 1Y | -21.4% | +27.2% | -48.6% | -27.4% |
| 3Y | +5.9% | +89.7% | -83.7% | -15.6% |
| 5Y | -12.8% | +223.9% | -236.7% | -42.8% |
| All | +197.1% | +570.2% | -373.0% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling