+60.2%
GWW vs URA
-29.1%
+89.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.3% |
| 7D | +3.7% | +4.5% | -0.7% | +3.4% |
| 30D | +13.6% | -13.4% | +27.0% | +14.3% |
| 3M | +15.4% | -28.4% | +43.8% | +17.2% |
| 6M | +21.8% | -40.5% | +62.3% | +26.1% |
| YTD | +50.0% | -24.3% | +74.3% | +51.3% |
| 1Y | +60.2% | -28.8% | +89.1% | +62.4% |
| All | +60.2% | -29.1% | +89.3% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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