+8,200.6%
USB vs BBWI
+1,269.0%
+6,931.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.8% |
| 7D | +2.4% | +8.8% | -6.4% | +0.2% |
| 30D | +6.6% | +34.8% | -28.3% | -1.6% |
| 3M | -4.1% | +12.9% | -17.0% | -8.1% |
| 6M | +12.5% | +29.6% | -17.1% | +3.1% |
| YTD | +17.6% | +20.8% | -3.1% | +8.2% |
| 1Y | +36.5% | +4.1% | +32.4% | +28.6% |
| 3Y | +95.4% | -21.0% | +116.4% | +89.0% |
| 5Y | +26.1% | -64.8% | +90.9% | +43.9% |
| 10Y | +101.3% | -37.7% | +139.0% | +64.5% |
| All | +8,200.6% | +1,269.0% | +6,931.6% | +2,522.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling