+81.3%
USB vs WAB
+266.7%
-185.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +2.6% | +5.1% | -2.5% | -0.1% |
| 30D | +8.4% | +4.0% | +4.4% | +5.8% |
| 3M | -5.5% | +0.1% | -5.6% | -6.0% |
| 6M | +17.7% | +12.8% | +4.9% | +9.0% |
| YTD | +17.6% | +40.1% | -22.5% | -3.6% |
| 1Y | +33.9% | +46.4% | -12.5% | +7.2% |
| 3Y | +103.8% | +167.4% | -63.5% | +16.3% |
| 5Y | +25.6% | +215.0% | -189.4% | -34.9% |
| All | +81.3% | +266.7% | -185.3% | -26.3% |
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