+22.7%
USB vs WCN
+45.9%
-23.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -1.5% | +5.5% | -7.0% | -3.0% |
| 30D | +4.3% | +24.2% | -19.9% | -2.3% |
| 3M | -6.1% | +17.0% | -23.1% | -10.5% |
| 6M | +9.4% | +22.3% | -12.9% | +2.5% |
| YTD | +15.2% | +10.2% | +4.9% | +11.3% |
| 1Y | +32.8% | +16.5% | +16.3% | +25.7% |
| 3Y | +91.3% | +47.1% | +44.2% | +63.0% |
| 5Y | +22.7% | +47.9% | -25.3% | +4.8% |
| All | +22.7% | +45.9% | -23.2% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling