+2,590.0%
GWW vs WU
-21.6%
+2,611.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | +1.1% | -1.1% | +2.2% | +1.3% |
| 3M | -1.0% | -1.8% | +0.8% | -2.2% |
| 6M | +16.3% | -23.9% | +40.2% | +24.8% |
| YTD | +28.5% | -20.4% | +48.9% | +35.5% |
| 1Y | +30.3% | -10.6% | +40.8% | +31.0% |
| 3Y | +91.6% | -27.7% | +119.3% | +103.0% |
| 5Y | +224.0% | -51.1% | +275.1% | +285.3% |
| 10Y | +551.3% | -40.7% | +592.0% | +602.4% |
| All | +2,590.0% | -21.6% | +2,611.6% | +2,314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 all: compounded portfolio wealth divided by compounded WU 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…
all analysis · Full analysis span regression · 6 months rolling