+1,135.8%
URI vs GWW
+658.3%
+477.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.6% |
| 7D | +6.7% | +3.6% | +3.2% | +4.0% |
| 30D | +8.9% | +12.1% | -3.3% | -0.4% |
| 3M | +0.5% | +12.9% | -12.4% | -8.7% |
| 6M | +20.7% | +19.3% | +1.3% | +4.8% |
| YTD | +40.0% | +48.7% | -8.7% | +2.3% |
| 1Y | +34.4% | +60.5% | -26.1% | -7.4% |
| 3Y | +149.5% | +93.3% | +56.2% | +49.8% |
| 5Y | +205.6% | +219.0% | -13.4% | +25.7% |
| All | +1,135.8% | +658.3% | +477.5% | +238.4% |
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