+280.1%
GWW vs ABCL
-80.5%
+360.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -1.0% |
| 7D | +6.2% | -3.2% | +9.4% | +6.3% |
| 30D | +14.2% | -7.4% | +21.6% | +14.4% |
| 3M | +12.7% | +81.9% | -69.2% | +9.6% |
| 6M | +23.9% | +135.7% | -111.9% | +18.5% |
| YTD | +43.9% | +247.4% | -203.5% | +34.7% |
| 1Y | +52.7% | +162.3% | -109.5% | +44.6% |
| 3Y | +92.9% | +165.5% | -72.6% | +78.2% |
| 5Y | +219.6% | -21.3% | +240.9% | +200.0% |
| All | +280.1% | -80.5% | +360.6% | +266.6% |
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