-68.3%
U vs GWW
+221.1%
-289.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | +4.4% | -0.5% | +4.8% | +4.6% |
| 30D | -1.3% | -1.4% | +0.1% | -0.5% |
| 3M | +49.6% | -3.6% | +53.2% | +51.5% |
| 6M | +100.2% | +15.1% | +85.1% | +75.6% |
| YTD | -3.7% | +27.5% | -31.2% | -23.8% |
| 1Y | -6.5% | +29.6% | -36.1% | -27.1% |
| 3Y | +12.9% | +90.1% | -77.2% | -39.7% |
| 5Y | -68.3% | +222.6% | -290.9% | -89.4% |
| All | -68.3% | +221.1% | -289.4% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling