+228.4%
UNH vs GWW
+570.2%
-341.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.6% |
| 7D | -4.5% | -3.4% | -1.2% | -3.5% |
| 30D | -6.5% | -1.9% | -4.6% | -6.0% |
| 3M | -6.0% | -2.4% | -3.6% | -5.5% |
| 6M | +33.7% | +15.7% | +17.9% | +27.0% |
| YTD | +16.4% | +27.6% | -11.2% | +6.7% |
| 1Y | +10.1% | +27.2% | -17.1% | +0.9% |
| 3Y | -16.3% | +89.7% | -106.0% | -33.8% |
| 5Y | +2.1% | +223.9% | -221.8% | -34.8% |
| All | +228.4% | +570.2% | -341.8% | +69.6% |
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 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