+551.3%
GWW vs ALLE
+148.2%
+403.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.9% |
| 30D | +1.1% | -7.6% | +8.7% | +5.1% |
| 3M | -1.0% | +22.8% | -23.8% | -11.6% |
| 6M | +16.3% | +4.6% | +11.7% | +12.4% |
| YTD | +28.5% | -1.2% | +29.7% | +27.3% |
| 1Y | +30.3% | -9.1% | +39.4% | +34.6% |
| 3Y | +91.6% | +50.0% | +41.6% | +49.1% |
| 5Y | +224.0% | +15.2% | +208.7% | +184.1% |
| 10Y | +551.3% | +151.1% | +400.2% | +286.9% |
| All | +551.3% | +148.2% | +403.1% | +286.9% |
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