+4,294.6%
USB vs BWA
+2,580.7%
+1,713.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.9% |
| 7D | +2.4% | -9.9% | +12.3% | +6.5% |
| 30D | +6.6% | -16.4% | +22.9% | +13.9% |
| 3M | -4.1% | -19.8% | +15.7% | +3.8% |
| 6M | +12.5% | -10.0% | +22.4% | +14.8% |
| YTD | +17.6% | +12.7% | +4.9% | +7.2% |
| 1Y | +36.5% | +15.7% | +20.8% | +23.0% |
| 3Y | +95.4% | +57.1% | +38.3% | +53.0% |
| 5Y | +26.1% | +31.8% | -5.7% | +3.4% |
| 10Y | +101.3% | +95.1% | +6.1% | +33.6% |
| All | +4,294.6% | +2,580.7% | +1,713.9% | +1,201.4% |
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