+441.7%
GWW vs ALC
+26.4%
+415.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +3.7% | -6.2% | +9.9% | +5.8% |
| 30D | +13.6% | +14.0% | -0.4% | +9.0% |
| 3M | +15.4% | -2.4% | +17.7% | +16.0% |
| 6M | +21.8% | +12.6% | +9.2% | +16.7% |
| YTD | +50.0% | -8.4% | +58.5% | +52.6% |
| 1Y | +60.2% | -9.1% | +69.4% | +63.3% |
| 3Y | +94.4% | -0.3% | +94.6% | +86.4% |
| 5Y | +221.8% | -9.9% | +231.7% | +215.3% |
| All | +441.7% | +26.4% | +415.4% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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