+1,182.4%
URI vs GWW
+663.6%
+518.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -3.3% |
| 7D | -6.0% | +5.5% | -11.5% | -10.0% |
| 30D | +4.6% | +14.4% | -9.8% | -5.7% |
| 3M | -2.7% | +13.7% | -16.4% | -12.1% |
| 6M | +18.4% | +20.1% | -1.7% | +2.3% |
| YTD | +37.4% | +47.1% | -9.7% | +1.2% |
| 1Y | +30.4% | +56.2% | -25.9% | -8.3% |
| 3Y | +147.9% | +90.5% | +57.4% | +50.6% |
| 5Y | +202.1% | +221.2% | -19.2% | +23.8% |
| 10Y | +1,182.4% | +648.4% | +534.0% | +265.0% |
| All | +1,182.4% | +663.6% | +518.8% | +265.0% |
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