+108.7%
USB vs W
+155.0%
-46.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.5% |
| 7D | +1.4% | -4.2% | +5.6% | +1.9% |
| 30D | -1.3% | -7.6% | +6.3% | -0.5% |
| 3M | +15.2% | +37.2% | -21.9% | +9.8% |
| 6M | +18.8% | +26.3% | -7.5% | +13.8% |
| YTD | +21.0% | -1.0% | +22.0% | +18.7% |
| 1Y | +34.0% | +20.1% | +13.9% | +27.6% |
| 3Y | +95.3% | +37.8% | +57.5% | +73.9% |
| 5Y | +40.4% | -63.7% | +104.0% | +31.1% |
| All | +108.7% | +155.0% | -46.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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