+92.7%
USB vs WM
+348.7%
-256.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.8% |
| 7D | -1.5% | +4.5% | -6.0% | -4.0% |
| 30D | +4.3% | +16.1% | -11.8% | -4.8% |
| 3M | -6.1% | +8.0% | -14.1% | -10.6% |
| 6M | +9.4% | +8.4% | +1.0% | +3.2% |
| YTD | +15.2% | +11.2% | +4.0% | +6.1% |
| 1Y | +32.8% | +22.3% | +10.4% | +14.9% |
| 3Y | +91.3% | +50.2% | +41.1% | +37.7% |
| 5Y | +22.7% | +63.3% | -40.6% | -19.6% |
| All | +92.7% | +348.7% | -256.0% | -28.3% |
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