+84.9%
USB vs WSM
+1,226.6%
-1,141.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +3.1% | -1.7% | +0.6% |
| 30D | +6.4% | +8.5% | -2.1% | +4.2% |
| 3M | -4.5% | +4.6% | -9.1% | -5.7% |
| 6M | +11.4% | +44.5% | -33.2% | +0.9% |
| YTD | +17.1% | +48.4% | -31.3% | +5.2% |
| 1Y | +32.6% | +36.2% | -3.6% | +21.6% |
| 3Y | +101.8% | +268.8% | -166.9% | +38.4% |
| 5Y | +25.1% | +185.2% | -160.1% | -12.1% |
| 10Y | +84.9% | +1,175.8% | -1,091.0% | -19.5% |
| All | +84.9% | +1,226.6% | -1,141.8% | -19.5% |
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