+321.6%
USB vs WPM
+5,048.3%
-4,726.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | +1.0% |
| 7D | +2.4% | +3.9% | -1.5% | +2.1% |
| 30D | +6.6% | -3.5% | +10.1% | +6.8% |
| 3M | -4.1% | +14.1% | -18.2% | -5.3% |
| 6M | +12.5% | +6.2% | +6.2% | +11.4% |
| YTD | +17.6% | +12.4% | +5.2% | +15.7% |
| 1Y | +36.5% | +40.0% | -3.5% | +32.0% |
| 3Y | +95.4% | +199.6% | -104.2% | +77.2% |
| 5Y | +26.1% | +243.6% | -217.5% | +12.3% |
| 10Y | +101.3% | +526.4% | -425.2% | +66.6% |
| All | +321.6% | +5,048.3% | -4,726.6% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling