-26.4%
ALB vs GWW
+91.5%
-117.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.8% |
| 7D | -4.4% | -1.5% | -2.9% | -3.9% |
| 30D | -1.2% | +1.1% | -2.3% | -1.8% |
| 3M | -13.3% | -1.0% | -12.3% | -13.7% |
| 6M | -19.8% | +16.3% | -36.1% | -27.2% |
| YTD | -7.9% | +28.5% | -36.4% | -21.1% |
| 1Y | +60.2% | +30.3% | +29.9% | +35.9% |
| 3Y | -26.4% | +91.6% | -118.0% | -53.0% |
| All | -26.4% | +91.5% | -117.9% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling