+84.9%
USB vs WCN
+300.6%
-215.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +1.4% | +2.6% | -1.2% | +0.1% |
| 30D | +6.4% | +25.3% | -18.9% | -5.5% |
| 3M | -4.5% | +15.2% | -19.7% | -11.5% |
| 6M | +11.4% | +26.4% | -15.1% | -2.2% |
| YTD | +17.1% | +9.9% | +7.2% | +9.9% |
| 1Y | +32.6% | +16.2% | +16.4% | +20.5% |
| 3Y | +101.8% | +49.4% | +52.4% | +53.5% |
| 5Y | +25.1% | +46.2% | -21.0% | -5.8% |
| 10Y | +84.9% | +305.7% | -220.9% | -12.2% |
| All | +84.9% | +300.6% | -215.7% | -12.2% |
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