+108.7%
USB vs WSM
+1,002.1%
-893.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.8% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -1.3% | -8.4% | +7.1% | +0.9% |
| 3M | +15.2% | +9.7% | +5.6% | +12.2% |
| 6M | +18.8% | +16.7% | +2.2% | +13.7% |
| YTD | +21.0% | +28.7% | -7.7% | +12.8% |
| 1Y | +34.0% | +13.7% | +20.4% | +28.6% |
| 3Y | +95.3% | +230.1% | -134.8% | +37.5% |
| 5Y | +40.4% | +179.0% | -138.6% | -0.9% |
| All | +108.7% | +1,002.1% | -893.4% | -7.6% |
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