+1,157.2%
URI vs GWW
+557.3%
+599.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.5% |
| 7D | +2.5% | -1.5% | +4.1% | +3.7% |
| 30D | -12.5% | +1.1% | -13.7% | -13.4% |
| 3M | -6.2% | -1.0% | -5.2% | -5.9% |
| 6M | +25.9% | +16.3% | +9.6% | +11.6% |
| YTD | +26.2% | +28.5% | -2.3% | +3.1% |
| 1Y | +5.5% | +30.3% | -24.8% | -14.9% |
| 3Y | +125.0% | +91.6% | +33.4% | +35.9% |
| 5Y | +210.4% | +224.0% | -13.5% | +25.3% |
| 10Y | +1,157.2% | +551.3% | +605.9% | +258.5% |
| All | +1,157.2% | +557.3% | +599.9% | +258.5% |
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