+658.9%
GWW vs ALLE
+233.6%
+425.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.7% |
| 7D | +5.3% | -0.6% | +5.9% | +5.6% |
| 30D | +12.4% | +26.6% | -14.2% | -0.3% |
| 3M | +13.7% | +13.2% | +0.6% | +6.4% |
| 6M | +18.0% | +42.9% | -24.9% | -2.7% |
| YTD | +44.6% | +21.0% | +23.5% | +28.9% |
| 1Y | +53.1% | +15.2% | +37.9% | +40.0% |
| 3Y | +90.2% | +95.6% | -5.4% | +29.1% |
| 5Y | +215.0% | +53.4% | +161.6% | +138.4% |
| 10Y | +658.9% | +221.5% | +437.4% | +316.1% |
| All | +658.9% | +233.6% | +425.3% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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