+6,467.5%
ABT vs GWW
+14,103.4%
-7,635.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.9% |
| 7D | -3.1% | -1.5% | -1.6% | -2.8% |
| 30D | -2.1% | +1.1% | -3.2% | -2.5% |
| 3M | +17.4% | -1.0% | +18.4% | +17.6% |
| 6M | -2.4% | +16.3% | -18.7% | -6.3% |
| YTD | -14.2% | +28.5% | -42.7% | -20.0% |
| 1Y | -18.3% | +30.3% | -48.6% | -24.2% |
| 3Y | +11.5% | +91.6% | -80.1% | -7.7% |
| 5Y | -9.9% | +224.0% | -233.9% | -35.8% |
| 10Y | +204.4% | +551.3% | -346.9% | +75.2% |
| All | +6,467.5% | +14,103.4% | -7,635.9% | +1,330.5% |
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