+92.5%
USB vs GWW
+94.2%
-1.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | -1.5% | +5.8% | -7.3% | -4.1% |
| 30D | +4.3% | +13.8% | -9.5% | -1.9% |
| 3M | -6.1% | +13.2% | -19.2% | -11.6% |
| 6M | +9.4% | +28.4% | -19.0% | -4.2% |
| YTD | +15.2% | +44.7% | -29.5% | -6.3% |
| 1Y | +32.8% | +52.1% | -19.3% | +4.9% |
| All | +92.5% | +94.2% | -1.7% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling