+101.3%
USB vs WM
+349.5%
-248.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.9% |
| 7D | +2.4% | +5.9% | -3.5% | -1.0% |
| 30D | +6.6% | +15.4% | -8.8% | -2.4% |
| 3M | -4.1% | +6.3% | -10.4% | -7.9% |
| 6M | +12.5% | +5.6% | +6.9% | +7.9% |
| YTD | +17.6% | +9.9% | +7.7% | +9.2% |
| 1Y | +36.5% | +20.8% | +15.7% | +19.0% |
| 3Y | +95.4% | +48.5% | +46.9% | +41.6% |
| 5Y | +26.1% | +60.6% | -34.4% | -16.4% |
| 10Y | +101.3% | +349.8% | -248.5% | -27.4% |
| All | +101.3% | +349.5% | -248.2% | -27.4% |
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