+22.0%
USB vs WAB
+203.5%
-181.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.9% |
| 30D | +5.8% | +0.4% | +5.4% | +5.3% |
| 3M | -6.0% | -3.8% | -2.1% | -4.4% |
| 6M | +7.8% | +5.1% | +2.7% | +3.3% |
| YTD | +14.6% | +33.3% | -18.7% | -5.5% |
| 1Y | +31.8% | +39.8% | -8.0% | +5.5% |
| 3Y | +91.5% | +161.1% | -69.5% | +1.3% |
| All | +22.0% | +203.5% | -181.5% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling