+41.2%
USB vs WM
+52.1%
-11.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -1.3% | -2.4% | +1.1% | -0.7% |
| 3M | +15.2% | +0.4% | +14.8% | +14.9% |
| 6M | +18.8% | -9.5% | +28.3% | +21.9% |
| YTD | +21.0% | +0.5% | +20.5% | +20.0% |
| 1Y | +34.0% | -1.1% | +35.1% | +33.4% |
| 3Y | +95.3% | +46.0% | +49.3% | +67.4% |
| All | +41.2% | +52.1% | -11.0% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling