+365.7%
ALAB vs GWW
+31.0%
+334.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -5.5% |
| 7D | +3.2% | -1.5% | +4.7% | +4.2% |
| 30D | -13.6% | +1.1% | -14.7% | -14.0% |
| 3M | -16.6% | -1.0% | -15.6% | -16.7% |
| 6M | +142.3% | +16.3% | +126.0% | +117.7% |
| YTD | +73.6% | +28.5% | +45.1% | +44.9% |
| 1Y | +33.7% | +30.3% | +3.4% | +10.7% |
| All | +365.7% | +31.0% | +334.6% | +227.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling