+210.4%
URI vs GWW
+222.6%
-12.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.6% |
| 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% | +11.1% |
| YTD | +26.2% | +28.5% | -2.3% | +2.0% |
| 1Y | +5.5% | +30.3% | -24.8% | -15.8% |
| 3Y | +125.0% | +91.6% | +33.4% | +32.8% |
| 5Y | +210.4% | +224.0% | -13.5% | +21.0% |
| All | +210.4% | +222.6% | -12.2% | +21.0% |
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 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