+29.0%
GWW vs ALC
-15.7%
+44.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.2% |
| 7D | -3.1% | -7.7% | +4.5% | -2.2% |
| 30D | -2.3% | -11.7% | +9.3% | -0.8% |
| 3M | -3.3% | +0.7% | -4.0% | -3.5% |
| 6M | +15.4% | -17.1% | +32.5% | +19.2% |
| YTD | +26.7% | -15.1% | +41.9% | +29.6% |
| 1Y | +29.0% | -14.1% | +43.1% | +30.8% |
| All | +29.0% | -15.7% | +44.7% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling