+95.0%
GWW vs ALC
+1.2%
+93.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.7% | -6.2% | +9.9% | +5.0% |
| 30D | +13.6% | +14.0% | -0.4% | +10.9% |
| 3M | +15.4% | -2.4% | +17.7% | +15.8% |
| 6M | +21.8% | +12.6% | +9.2% | +18.8% |
| YTD | +50.0% | -8.4% | +58.5% | +52.0% |
| 1Y | +60.2% | -9.1% | +69.4% | +62.5% |
| All | +95.0% | +1.2% | +93.8% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling