+74.0%
ALB vs GWW
+570.2%
-496.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.8% |
| 7D | -6.6% | -3.4% | -3.3% | -5.0% |
| 30D | -8.1% | -1.9% | -6.2% | -7.4% |
| 3M | -25.7% | -2.4% | -23.3% | -25.3% |
| 6M | -29.5% | +15.7% | -45.2% | -35.6% |
| YTD | -16.2% | +27.6% | -43.8% | -27.5% |
| 1Y | +59.2% | +27.2% | +32.1% | +37.8% |
| 3Y | -33.7% | +89.7% | -123.4% | -54.0% |
| 5Y | -48.1% | +223.9% | -272.0% | -72.9% |
| All | +74.0% | +570.2% | -496.1% | -25.7% |
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