+90.5%
GWW vs URA
+41.9%
+48.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.2% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | +14.4% | -14.8% | +29.2% | +16.0% |
| 3M | +13.7% | -25.3% | +39.0% | +16.6% |
| 6M | +20.1% | -39.9% | +60.0% | +25.9% |
| YTD | +47.1% | -22.4% | +69.5% | +48.3% |
| 1Y | +56.2% | -29.0% | +85.2% | +59.1% |
| 3Y | +90.5% | +41.0% | +49.5% | +66.3% |
| All | +90.5% | +41.9% | +48.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling