+31.6%
USB vs GWW
+58.5%
-26.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +5.7% | +14.0% | -8.2% | +1.8% |
| 3M | -4.7% | +14.4% | -19.1% | -8.4% |
| 6M | +13.4% | +21.7% | -8.3% | +6.2% |
| YTD | +17.0% | +48.4% | -31.4% | -1.1% |
| All | +31.6% | +58.5% | -26.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling