+83.6%
USB vs GWW
+653.9%
-570.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +5.7% | +14.0% | -8.2% | -0.5% |
| 3M | -4.7% | +14.4% | -19.1% | -10.6% |
| 6M | +13.4% | +21.7% | -8.3% | +3.0% |
| YTD | +17.0% | +48.4% | -31.4% | -3.6% |
| 1Y | +32.4% | +58.4% | -26.0% | +5.7% |
| 3Y | +101.7% | +92.3% | +9.4% | +46.8% |
| 5Y | +24.4% | +221.8% | -197.4% | -29.4% |
| 10Y | +83.6% | +657.6% | -574.0% | -22.1% |
| All | +83.6% | +653.9% | -570.3% | -22.1% |
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