+9.4%
USB vs WCC
-18.3%
+27.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.8% |
| 7D | -1.5% | -21.9% | +20.4% | -0.8% |
| 30D | +4.3% | -25.4% | +29.7% | +5.2% |
| 3M | -6.1% | -23.1% | +17.0% | -5.4% |
| 6M | +9.4% | -18.1% | +27.5% | +8.4% |
| All | +9.4% | -18.3% | +27.7% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling