+33.8%
UL vs GWW
+218.6%
-184.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.1% | +3.6% | -2.4% | +0.6% |
| 30D | +4.5% | +12.1% | -7.6% | +2.8% |
| 3M | +6.5% | +12.9% | -6.4% | +4.7% |
| 6M | +18.2% | +19.3% | -1.1% | +15.1% |
| YTD | +4.7% | +48.7% | -44.0% | -1.3% |
| 1Y | +0.8% | +60.5% | -59.7% | -6.0% |
| 3Y | +35.9% | +93.3% | -57.4% | +21.7% |
| All | +33.8% | +218.6% | -184.9% | +4.1% |
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