+224.0%
GWW vs URA
+131.0%
+93.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.1% |
| 7D | -1.5% | +8.1% | -9.6% | -2.5% |
| 30D | +1.1% | +5.8% | -4.7% | +0.3% |
| 3M | -1.0% | +3.4% | -4.4% | -1.7% |
| 6M | +16.3% | -2.6% | +18.9% | +15.7% |
| YTD | +28.5% | +11.2% | +17.3% | +24.8% |
| 1Y | +30.3% | +19.8% | +10.4% | +24.1% |
| 3Y | +91.6% | +121.5% | -29.9% | +61.5% |
| 5Y | +224.0% | +134.5% | +89.5% | +162.6% |
| All | +224.0% | +131.0% | +93.0% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling