+221.2%
GWW vs URA
+32.3%
+188.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +2.1% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | +14.4% | -14.8% | +29.2% | +16.6% |
| 3M | +13.7% | -25.3% | +39.0% | +17.7% |
| 6M | +20.1% | -39.9% | +60.0% | +27.6% |
| YTD | +47.1% | -22.4% | +69.5% | +49.1% |
| 1Y | +56.2% | -29.0% | +85.2% | +60.2% |
| 3Y | +90.5% | +41.0% | +49.5% | +68.1% |
| 5Y | +221.2% | +38.3% | +182.9% | +174.4% |
| All | +221.2% | +32.3% | +188.9% | +174.4% |
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 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