-74.5%
U vs GWW
+224.0%
-298.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | +2.8% | +3.7% | -0.9% | +0.3% |
| 30D | +7.6% | +13.6% | -6.0% | -1.7% |
| 3M | +12.7% | +15.4% | -2.7% | +1.7% |
| 6M | +87.0% | +21.8% | +65.2% | +59.9% |
| YTD | +13.6% | +50.0% | -36.4% | -19.8% |
| 1Y | +25.3% | +60.2% | -34.9% | -16.7% |
| 3Y | +85.8% | +94.4% | -8.6% | +0.8% |
| 5Y | -74.5% | +221.8% | -296.3% | -91.6% |
| All | -74.5% | +224.0% | -298.5% | -91.6% |
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