+3,424.3%
USB vs WAB
+4,092.2%
-667.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.4% | -3.2% | +4.6% | +2.6% |
| 30D | -1.3% | -4.4% | +3.1% | +0.3% |
| 3M | +15.2% | +7.9% | +7.4% | +11.6% |
| 6M | +18.8% | +8.7% | +10.1% | +14.6% |
| YTD | +21.0% | +33.0% | -12.0% | +8.5% |
| 1Y | +34.0% | +46.7% | -12.6% | +15.8% |
| 3Y | +95.3% | +153.0% | -57.7% | +38.7% |
| 5Y | +40.4% | +222.3% | -181.9% | -8.6% |
| 10Y | +107.3% | +291.0% | -183.7% | +21.4% |
| All | +3,424.3% | +4,092.2% | -667.9% | +1,014.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling