-39.0%
U vs GWW
+298.6%
-337.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | -3.8% | +1.4% | -5.2% | -4.6% |
| 30D | +17.5% | +3.3% | +14.2% | +15.2% |
| 3M | +38.7% | +2.9% | +35.8% | +34.9% |
| 6M | +104.4% | +15.8% | +88.6% | +83.4% |
| YTD | -5.7% | +32.0% | -37.7% | -23.7% |
| 1Y | +3.7% | +29.9% | -26.2% | -15.4% |
| 3Y | +12.3% | +91.1% | -78.8% | -30.4% |
| 5Y | -68.8% | +223.9% | -292.8% | -84.7% |
| All | -39.0% | +298.6% | -337.7% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling