+108.7%
USB vs GWW
+566.7%
-457.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.7% |
| 7D | +1.4% | +1.4% | 0.0% | +0.8% |
| 30D | -1.3% | +3.3% | -4.6% | -2.8% |
| 3M | +15.2% | +2.9% | +12.3% | +13.3% |
| 6M | +18.8% | +15.8% | +3.0% | +10.4% |
| YTD | +21.0% | +32.0% | -11.0% | +5.4% |
| 1Y | +34.0% | +29.9% | +4.1% | +17.4% |
| 3Y | +95.3% | +91.1% | +4.2% | +43.0% |
| 5Y | +40.4% | +223.9% | -183.6% | -20.5% |
| All | +108.7% | +566.7% | -457.9% | -8.1% |
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