+248.8%
GWW vs ABCL
-81.3%
+330.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +1.4% | +0.7% | +0.7% | +1.4% |
| 30D | +3.3% | +93.1% | -89.8% | +0.3% |
| 3M | +2.9% | +79.4% | -76.5% | 0.0% |
| 6M | +15.8% | +214.9% | -199.1% | +9.4% |
| YTD | +32.0% | +234.2% | -202.2% | +24.0% |
| 1Y | +29.9% | +174.8% | -144.9% | +22.7% |
| 3Y | +91.1% | +104.5% | -13.4% | +78.4% |
| 5Y | +223.9% | -39.0% | +262.9% | +204.6% |
| All | +248.8% | -81.3% | +330.1% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling