+41.2%
USB vs BBWI
-66.0%
+107.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.8% |
| 6M | +18.8% | -13.4% | +32.2% | +20.6% |
| YTD | +21.0% | +0.1% | +20.9% | +18.3% |
| 1Y | +34.0% | -36.1% | +70.1% | +44.0% |
| 3Y | +95.3% | -44.1% | +139.4% | +107.2% |
| All | +41.2% | -66.0% | +107.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling