+79.8%
USB vs WCC
+440.3%
-360.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +14.2% | -13.0% | -3.4% |
| 30D | +6.3% | -9.8% | +16.1% | +9.0% |
| 3M | -6.1% | -10.1% | +4.0% | -4.2% |
| 6M | +13.0% | -9.4% | +22.4% | +13.6% |
| YTD | +16.6% | +34.4% | -17.8% | 0.0% |
| 1Y | +31.1% | +23.3% | +7.8% | +16.0% |
| 3Y | +100.9% | +137.9% | -37.0% | +30.7% |
| 5Y | +24.5% | +144.0% | -119.4% | -24.4% |
| All | +79.8% | +440.3% | -360.5% | -33.0% |
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