+124.7%
USB vs W
+243.2%
-118.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.0% | -9.1% | +0.7% |
| 7D | +2.4% | +8.4% | -6.0% | +1.5% |
| 30D | +6.6% | +16.5% | -9.9% | +4.7% |
| 3M | -4.1% | +6.4% | -10.5% | -5.0% |
| 6M | +12.5% | +90.5% | -78.1% | +3.5% |
| YTD | +17.6% | +23.1% | -5.4% | +12.7% |
| 1Y | +36.5% | +24.3% | +12.2% | +30.4% |
| 3Y | +95.4% | +149.0% | -53.6% | +66.1% |
| 5Y | +26.1% | -51.7% | +77.8% | +14.7% |
| 10Y | +101.3% | +280.1% | -178.8% | +36.1% |
| All | +124.7% | +243.2% | -118.5% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling