-0.5%
UNH vs GWW
+222.0%
-222.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.5% |
| 7D | -4.5% | -3.4% | -1.2% | -3.8% |
| 30D | -6.5% | -1.9% | -4.6% | -6.1% |
| 3M | -6.0% | -2.4% | -3.6% | -5.7% |
| 6M | +33.7% | +15.7% | +17.9% | +28.5% |
| YTD | +16.4% | +27.6% | -11.2% | +8.7% |
| 1Y | +10.1% | +27.2% | -17.1% | +2.8% |
| 3Y | -16.3% | +89.7% | -106.0% | -29.6% |
| All | -0.5% | +222.0% | -222.5% | -32.2% |
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