+108.7%
USB vs BBWI
-54.8%
+163.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -0.9% |
| 7D | +1.4% | +1.5% | -0.1% | +1.1% |
| 30D | -1.3% | -5.2% | +3.9% | -0.5% |
| 3M | +15.2% | +11.1% | +4.1% | +11.7% |
| 6M | +18.8% | -13.4% | +32.2% | +20.5% |
| YTD | +21.0% | +0.1% | +20.9% | +18.2% |
| 1Y | +34.0% | -36.1% | +70.1% | +43.0% |
| 3Y | +95.3% | -44.1% | +139.4% | +107.1% |
| 5Y | +40.4% | -66.2% | +106.6% | +60.0% |
| All | +108.7% | -54.8% | +163.5% | +78.8% |
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