+2,119.0%
ALB vs GWW
+7,915.7%
-5,796.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -5.8% | +3.6% | -9.3% | -7.4% |
| 30D | -4.5% | +12.1% | -16.7% | -9.9% |
| 3M | -28.1% | +12.9% | -41.0% | -32.6% |
| 6M | -53.2% | +19.3% | -72.5% | -57.6% |
| YTD | -33.3% | +48.7% | -82.0% | -46.1% |
| 1Y | -17.4% | +60.5% | -77.9% | -35.8% |
| 3Y | -14.1% | +93.3% | -107.4% | -39.6% |
| 5Y | -64.0% | +219.0% | -283.0% | -80.4% |
| 10Y | +32.8% | +659.0% | -626.1% | -54.0% |
| All | +2,119.0% | +7,915.7% | -5,796.8% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling