+41.2%
USB vs WCC
+216.1%
-174.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -1.4% |
| 7D | +1.4% | +4.5% | -3.0% | 0.0% |
| 30D | -1.3% | -5.8% | +4.5% | +0.3% |
| 3M | +15.2% | -3.7% | +18.9% | +15.3% |
| 6M | +18.8% | +23.1% | -4.2% | +8.7% |
| YTD | +21.0% | +44.2% | -23.1% | +4.5% |
| 1Y | +34.0% | +62.1% | -28.1% | +10.5% |
| 3Y | +95.3% | +121.1% | -25.8% | +37.4% |
| All | +41.2% | +216.1% | -174.9% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling