+81.3%
USB vs WSM
+1,131.4%
-1,050.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +8.4% | +5.1% | +3.3% | +7.0% |
| 3M | -5.5% | +5.1% | -10.6% | -6.9% |
| 6M | +17.7% | +48.6% | -30.9% | +5.8% |
| YTD | +17.6% | +44.2% | -26.6% | +6.3% |
| 1Y | +33.9% | +38.1% | -4.2% | +22.3% |
| 3Y | +103.8% | +257.2% | -153.4% | +40.9% |
| 5Y | +25.6% | +165.1% | -139.5% | -10.1% |
| All | +81.3% | +1,131.4% | -1,050.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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