+4,420.7%
USB vs BWA
+3,492.4%
+928.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.0% | -1.3% |
| 7D | +1.4% | +5.7% | -4.2% | -0.7% |
| 30D | -1.3% | +1.4% | -2.7% | -2.1% |
| 3M | +15.2% | -12.1% | +27.3% | +20.1% |
| 6M | +18.8% | +28.6% | -9.7% | +5.6% |
| YTD | +21.0% | +51.1% | -30.1% | -1.2% |
| 1Y | +34.0% | +55.9% | -21.9% | +7.7% |
| 3Y | +95.3% | +70.1% | +25.2% | +47.9% |
| 5Y | +40.4% | +90.7% | -50.3% | -0.3% |
| 10Y | +107.3% | +154.0% | -46.7% | +24.4% |
| All | +4,420.7% | +3,492.4% | +928.4% | +1,099.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling