+234.9%
GWW vs ABCL
-82.9%
+317.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.8% | -0.4% |
| 7D | -3.1% | -9.6% | +6.4% | -2.8% |
| 30D | -2.3% | +7.2% | -9.5% | -2.7% |
| 3M | -3.3% | +105.5% | -108.8% | -6.6% |
| 6M | +15.4% | +193.0% | -177.6% | +9.3% |
| YTD | +26.7% | +205.8% | -179.1% | +19.5% |
| 1Y | +29.0% | +144.4% | -115.4% | +22.3% |
| 3Y | +89.0% | +93.3% | -4.4% | +76.8% |
| 5Y | +221.8% | -44.9% | +266.7% | +203.5% |
| All | +234.9% | -82.9% | +317.7% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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