+92.7%
USB vs WAB
+280.7%
-188.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.5% | +0.8% |
| 7D | -1.5% | -2.5% | +1.0% | -0.2% |
| 30D | +4.3% | -4.4% | +8.6% | +6.5% |
| 3M | -6.1% | -5.9% | -0.2% | -3.4% |
| 6M | +9.4% | +5.9% | +3.5% | +4.7% |
| YTD | +15.2% | +30.9% | -15.7% | -2.1% |
| 1Y | +32.8% | +35.8% | -3.1% | +10.6% |
| 3Y | +91.3% | +154.0% | -62.7% | +12.1% |
| 5Y | +22.7% | +203.9% | -181.2% | -35.3% |
| All | +92.7% | +280.7% | -188.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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