+358.7%
ALAB vs GWW
+29.2%
+329.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.8% | -5.0% |
| 7D | +0.6% | -3.1% | +3.8% | +2.5% |
| 30D | -8.8% | -2.3% | -6.5% | -7.5% |
| 3M | -14.0% | -3.3% | -10.7% | -13.0% |
| 6M | +144.3% | +15.4% | +128.9% | +120.2% |
| YTD | +71.0% | +26.7% | +44.3% | +43.8% |
| 1Y | +23.5% | +29.0% | -5.5% | +2.8% |
| All | +358.7% | +29.2% | +329.5% | +224.7% |
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