+22.0%
USB vs WSM
+168.7%
-146.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +5.8% | +6.0% | -0.1% | +4.2% |
| 3M | -6.0% | +3.2% | -9.2% | -6.9% |
| 6M | +7.8% | +37.1% | -29.4% | -1.3% |
| YTD | +14.6% | +44.2% | -29.6% | +3.4% |
| 1Y | +31.8% | +34.2% | -2.4% | +21.0% |
| 3Y | +91.5% | +249.3% | -157.7% | +31.4% |
| All | +22.0% | +168.7% | -146.6% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling