-54.0%
ALB vs GWW
+20.5%
-74.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.3% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -2.6% | +14.0% | -16.5% | +0.3% |
| 3M | -25.6% | +14.4% | -39.9% | -23.2% |
| 6M | -54.0% | +21.7% | -75.7% | -52.8% |
| All | -54.0% | +20.5% | -74.6% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling