+25.3%
USB vs BWA
+30.2%
-4.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.8% |
| 7D | +2.4% | -9.9% | +12.3% | +6.1% |
| 30D | +6.6% | -16.4% | +22.9% | +13.2% |
| 3M | -4.1% | -19.8% | +15.7% | +3.0% |
| 6M | +12.5% | -10.0% | +22.4% | +13.8% |
| YTD | +17.6% | +12.7% | +4.9% | +5.1% |
| 1Y | +36.5% | +15.7% | +20.8% | +20.3% |
| 3Y | +95.4% | +57.1% | +38.3% | +45.3% |
| All | +25.3% | +30.2% | -4.9% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling