-9.3%
UL vs GWW
+31.2%
-40.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +0.5% | +3.3% | -2.8% | -0.1% |
| 3M | +17.6% | +2.9% | +14.7% | +16.7% |
| 6M | -5.4% | +15.8% | -21.2% | -8.3% |
| YTD | +0.7% | +32.0% | -31.3% | -6.2% |
| 1Y | -9.3% | +29.9% | -39.2% | -15.8% |
| All | -9.3% | +31.2% | -40.4% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling