+91.7%
USB vs W
+238.4%
-146.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +0.3% |
| 30D | +5.8% | +7.0% | -1.1% | +4.9% |
| 3M | -6.0% | +7.4% | -13.3% | -7.0% |
| 6M | +7.8% | +69.3% | -61.5% | -0.2% |
| YTD | +14.6% | +11.3% | +3.3% | +10.7% |
| 1Y | +31.8% | +13.2% | +18.6% | +26.7% |
| 3Y | +91.5% | +142.0% | -50.5% | +61.1% |
| 5Y | +22.0% | -54.6% | +76.7% | +11.2% |
| All | +91.7% | +238.4% | -146.7% | +24.0% |
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