+92.7%
USB vs W
+243.4%
-150.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -1.1% |
| 7D | -1.5% | -5.6% | +4.1% | -0.9% |
| 30D | +4.3% | +7.5% | -3.2% | +3.3% |
| 3M | -6.1% | +5.4% | -11.5% | -7.0% |
| 6M | +9.4% | +79.4% | -70.0% | +0.7% |
| YTD | +15.2% | +12.9% | +2.3% | +11.0% |
| 1Y | +32.8% | +12.4% | +20.3% | +27.7% |
| 3Y | +91.3% | +128.5% | -37.2% | +61.8% |
| 5Y | +22.7% | -54.0% | +76.6% | +11.5% |
| All | +92.7% | +243.4% | -150.7% | +24.4% |
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