-9.0%
AUR vs GWW
+55.5%
-64.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.5% | -11.0% | -5.4% |
| 7D | -19.8% | +11.1% | -30.9% | -21.4% |
| 30D | -29.0% | +15.7% | -44.8% | -31.4% |
| 3M | -43.6% | +14.8% | -58.3% | -45.3% |
| 6M | -36.6% | +30.9% | -67.6% | -44.1% |
| YTD | +6.3% | +48.5% | -42.2% | -13.6% |
| 1Y | -9.0% | +57.1% | -66.1% | -27.2% |
| All | -9.0% | +55.5% | -64.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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