+30.7%
GWW vs ACM
-47.1%
+77.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +1.1% | -12.9% | +14.0% | +2.8% |
| 3M | -1.0% | -6.4% | +5.4% | -0.6% |
| 6M | +16.3% | -29.2% | +45.5% | +22.2% |
| YTD | +28.5% | -29.9% | +58.5% | +36.3% |
| All | +30.7% | -47.1% | +77.8% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling