-38.4%
U vs GWW
+282.7%
-321.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | 0.0% | -3.1% | +3.1% | +1.7% |
| 30D | -4.1% | -2.3% | -1.8% | -2.9% |
| 3M | +57.8% | -3.3% | +61.1% | +59.2% |
| 6M | +103.5% | +15.4% | +88.2% | +82.3% |
| YTD | -4.8% | +26.7% | -31.5% | -21.2% |
| 1Y | -2.4% | +29.0% | -31.4% | -20.2% |
| 3Y | +11.7% | +89.0% | -77.3% | -30.6% |
| 5Y | -68.9% | +221.8% | -290.6% | -84.3% |
| All | -38.4% | +282.7% | -321.1% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling