+3,326.0%
USB vs WAB
+4,271.7%
-945.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +2.4% | +4.5% | -2.1% | +0.8% |
| 30D | +6.6% | +1.1% | +5.5% | +6.0% |
| 3M | -4.1% | -1.3% | -2.8% | -3.9% |
| 6M | +12.5% | +12.7% | -0.3% | +7.0% |
| YTD | +17.6% | +38.7% | -21.0% | +3.7% |
| 1Y | +36.5% | +44.9% | -8.4% | +18.4% |
| 3Y | +95.4% | +169.0% | -73.6% | +35.5% |
| 5Y | +26.1% | +229.7% | -203.6% | -18.7% |
| 10Y | +101.3% | +309.6% | -208.4% | +15.8% |
| All | +3,326.0% | +4,271.7% | -945.7% | +964.9% |
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