+98.3%
USB vs W
+39.1%
+59.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.7% |
| 7D | +1.4% | -4.2% | +5.6% | +2.1% |
| 30D | -1.3% | -7.6% | +6.3% | -0.2% |
| 3M | +15.2% | +37.2% | -21.9% | +7.4% |
| 6M | +18.8% | +26.3% | -7.5% | +11.4% |
| YTD | +21.0% | -1.0% | +22.0% | +17.7% |
| 1Y | +34.0% | +20.1% | +13.9% | +24.0% |
| All | +98.3% | +39.1% | +59.2% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling