+92.7%
USB vs BWA
+79.5%
+13.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | +0.3% |
| 7D | -1.5% | -10.8% | +9.4% | +3.3% |
| 30D | +4.3% | -25.0% | +29.3% | +17.3% |
| 3M | -6.1% | -28.6% | +22.6% | +7.4% |
| 6M | +9.4% | -16.6% | +26.0% | +15.0% |
| YTD | +15.2% | +6.3% | +8.8% | +5.3% |
| 1Y | +32.8% | +7.2% | +25.6% | +20.7% |
| 3Y | +91.3% | +48.2% | +43.1% | +45.4% |
| 5Y | +22.7% | +23.4% | -0.8% | -1.4% |
| All | +92.7% | +79.5% | +13.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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