+92.7%
USB vs BBWI
-41.8%
+134.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.2% | +4.1% | -0.7% |
| 7D | -1.5% | -3.1% | +1.6% | -0.8% |
| 30D | +4.3% | +23.1% | -18.9% | -0.6% |
| 3M | -6.1% | +7.3% | -13.4% | -8.3% |
| 6M | +9.4% | +22.6% | -13.2% | +2.9% |
| YTD | +15.2% | +13.3% | +1.9% | +8.9% |
| 1Y | +32.8% | -2.6% | +35.3% | +28.3% |
| 3Y | +91.3% | -25.9% | +117.2% | +89.5% |
| 5Y | +22.7% | -66.7% | +89.4% | +39.9% |
| All | +92.7% | -41.8% | +134.5% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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