+429.8%
USB vs WCC
+1,536.8%
-1,107.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.9% | +11.8% | +4.7% |
| 7D | +2.4% | -8.8% | +11.2% | +4.7% |
| 30D | +6.6% | -16.0% | +22.6% | +11.2% |
| 3M | -4.1% | -15.2% | +11.1% | -0.6% |
| 6M | +12.5% | -8.4% | +20.8% | +12.8% |
| YTD | +17.6% | +30.1% | -12.5% | +5.8% |
| 1Y | +36.5% | +26.4% | +10.1% | +23.6% |
| 3Y | +95.4% | +127.6% | -32.2% | +43.7% |
| 5Y | +26.1% | +149.0% | -122.9% | -12.8% |
| 10Y | +101.3% | +514.8% | -413.5% | +0.1% |
| All | +429.8% | +1,536.8% | -1,107.0% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling