+64.4%
UL vs GWW
+570.2%
-505.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -3.4% | -3.4% | 0.0% | -2.8% |
| 30D | +0.5% | -1.9% | +2.4% | +0.8% |
| 3M | +7.2% | -2.4% | +9.6% | +7.6% |
| 6M | -3.1% | +15.7% | -18.8% | -5.7% |
| YTD | -2.7% | +27.6% | -30.3% | -7.2% |
| 1Y | -10.2% | +27.2% | -37.4% | -14.3% |
| 3Y | +20.3% | +89.7% | -69.4% | +5.3% |
| 5Y | +19.9% | +223.9% | -204.0% | -6.6% |
| All | +64.4% | +570.2% | -505.8% | +12.7% |
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