+22.7%
USB vs GWW
+217.1%
-194.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | -1.5% | +5.8% | -7.3% | -4.0% |
| 30D | +4.3% | +13.8% | -9.5% | -1.7% |
| 3M | -6.1% | +13.2% | -19.2% | -11.4% |
| 6M | +9.4% | +28.4% | -19.0% | -3.4% |
| YTD | +15.2% | +44.7% | -29.5% | -4.5% |
| 1Y | +32.8% | +52.1% | -19.3% | +7.3% |
| 3Y | +91.3% | +93.9% | -2.6% | +38.8% |
| 5Y | +22.7% | +221.4% | -198.7% | -33.0% |
| All | +22.7% | +217.1% | -194.5% | -33.0% |
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