+98.3%
USB vs WAB
+153.4%
-55.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +1.4% | -3.2% | +4.6% | +3.2% |
| 30D | -1.3% | -4.4% | +3.1% | +1.0% |
| 3M | +15.2% | +7.9% | +7.4% | +9.7% |
| 6M | +18.8% | +8.7% | +10.1% | +12.1% |
| YTD | +21.0% | +33.0% | -12.0% | +1.2% |
| 1Y | +34.0% | +46.7% | -12.6% | +5.3% |
| All | +98.3% | +153.4% | -55.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling