+333.7%
USB vs WPM
+5,967.5%
-5,633.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.4% | +1.1% | +0.4% | +1.4% |
| 30D | -1.3% | +26.4% | -27.7% | -3.1% |
| 3M | +15.2% | +20.8% | -5.6% | +13.3% |
| 6M | +18.8% | +1.1% | +17.7% | +18.2% |
| YTD | +21.0% | +32.5% | -11.4% | +17.7% |
| 1Y | +34.0% | +51.5% | -17.5% | +28.9% |
| 3Y | +95.3% | +267.0% | -171.7% | +74.7% |
| 5Y | +40.4% | +250.1% | -209.8% | +24.9% |
| 10Y | +107.3% | +540.4% | -433.0% | +71.6% |
| All | +333.7% | +5,967.5% | -5,633.8% | +177.5% |
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