+91.7%
USB vs WCC
+457.1%
-365.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | 0.0% | -14.7% | +14.7% | +5.0% |
| 30D | +5.8% | -20.1% | +25.9% | +13.2% |
| 3M | -6.0% | -21.2% | +15.2% | +0.5% |
| 6M | +7.8% | -19.2% | +26.9% | +12.7% |
| YTD | +14.6% | +20.2% | -5.6% | +2.2% |
| 1Y | +31.8% | +14.5% | +17.3% | +19.5% |
| 3Y | +91.5% | +115.1% | -23.6% | +29.0% |
| 5Y | +22.0% | +121.5% | -99.5% | -23.4% |
| All | +91.7% | +457.1% | -365.4% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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