+32.4%
USB vs WSM
+36.5%
-4.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.5% | -3.0% | +2.4% | +0.4% |
| 30D | +5.7% | +10.1% | -4.3% | +2.4% |
| 3M | -4.7% | +4.9% | -9.6% | -6.3% |
| 6M | +13.4% | +49.8% | -36.4% | -2.7% |
| YTD | +17.0% | +48.7% | -31.7% | +1.9% |
| 1Y | +32.4% | +38.7% | -6.4% | +18.3% |
| All | +32.4% | +36.5% | -4.1% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling