+8,438.8%
USB vs WSM
+34,755.7%
-26,316.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.7% |
| 7D | +1.4% | -3.3% | +4.7% | +2.1% |
| 30D | -1.3% | -8.4% | +7.1% | +0.5% |
| 3M | +15.2% | +9.7% | +5.6% | +12.8% |
| 6M | +18.8% | +16.7% | +2.2% | +14.7% |
| YTD | +21.0% | +28.7% | -7.7% | +14.4% |
| 1Y | +34.0% | +13.7% | +20.4% | +29.7% |
| 3Y | +95.3% | +230.1% | -134.8% | +47.3% |
| 5Y | +40.4% | +179.0% | -138.6% | +6.4% |
| 10Y | +107.3% | +1,002.5% | -895.2% | +11.6% |
| All | +8,438.8% | +34,755.7% | -26,316.9% | +2,508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling