-45.1%
ALB vs GWW
+221.1%
-266.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.4% |
| 7D | -8.6% | -0.5% | -8.1% | -8.5% |
| 30D | -4.0% | -1.4% | -2.6% | -3.4% |
| 3M | -17.4% | -3.6% | -13.7% | -16.4% |
| 6M | -25.4% | +15.1% | -40.5% | -32.4% |
| YTD | -10.5% | +27.5% | -38.0% | -23.8% |
| 1Y | +75.8% | +29.6% | +46.2% | +47.8% |
| 3Y | -28.5% | +90.1% | -118.6% | -53.5% |
| 5Y | -45.1% | +222.6% | -267.7% | -75.0% |
| All | -45.1% | +221.1% | -266.2% | -75.0% |
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 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