+26.1%
USB vs W
-50.6%
+76.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.0% | -9.1% | +0.5% |
| 7D | +2.4% | +8.4% | -6.0% | +1.3% |
| 30D | +6.6% | +16.5% | -9.9% | +4.4% |
| 3M | -4.1% | +6.4% | -10.5% | -5.2% |
| 6M | +12.5% | +90.5% | -78.1% | +1.6% |
| YTD | +17.6% | +23.1% | -5.4% | +11.7% |
| 1Y | +36.5% | +24.3% | +12.2% | +29.0% |
| 3Y | +95.4% | +149.0% | -53.6% | +59.2% |
| 5Y | +26.1% | -51.7% | +77.8% | +0.5% |
| All | +26.1% | -50.6% | +76.7% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling