+222.6%
GWW vs ALC
-17.4%
+240.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.5% | -5.3% | +4.8% | +0.8% |
| 30D | -1.4% | -7.1% | +5.6% | +0.2% |
| 3M | -3.6% | +0.8% | -4.4% | -4.0% |
| 6M | +15.1% | -16.0% | +31.1% | +19.5% |
| YTD | +27.5% | -12.7% | +40.2% | +30.8% |
| 1Y | +29.6% | -12.8% | +42.4% | +32.9% |
| 3Y | +90.1% | -15.8% | +105.9% | +93.6% |
| 5Y | +222.6% | -16.7% | +239.3% | +223.7% |
| All | +222.6% | -17.4% | +240.0% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling