+91.7%
USB vs WCN
+309.0%
-217.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.2% |
| 7D | 0.0% | +2.9% | -2.9% | -1.4% |
| 30D | +5.8% | +22.1% | -16.3% | -4.7% |
| 3M | -6.0% | +13.2% | -19.1% | -12.1% |
| 6M | +7.8% | +23.7% | -15.9% | -4.3% |
| YTD | +14.6% | +8.7% | +5.9% | +8.1% |
| 1Y | +31.8% | +15.3% | +16.4% | +20.2% |
| 3Y | +91.5% | +46.0% | +45.5% | +47.7% |
| 5Y | +22.0% | +45.9% | -23.9% | -8.1% |
| All | +91.7% | +309.0% | -217.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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