+108.7%
USB vs WM
+306.5%
-197.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | -1.3% | -2.4% | +1.1% | 0.0% |
| 3M | +15.2% | +0.4% | +14.8% | +14.3% |
| 6M | +18.8% | -9.5% | +28.3% | +25.1% |
| YTD | +21.0% | +0.5% | +20.5% | +18.8% |
| 1Y | +34.0% | -1.1% | +35.1% | +32.4% |
| 3Y | +95.3% | +46.0% | +49.3% | +41.9% |
| 5Y | +40.4% | +51.8% | -11.4% | -4.4% |
| All | +108.7% | +306.5% | -197.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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