+8,026.5%
USB vs WSM
+39,655.9%
-31,629.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | +4.3% | +7.1% | -2.8% | +2.8% |
| 3M | -6.1% | +4.5% | -10.6% | -7.1% |
| 6M | +9.4% | +44.4% | -35.0% | +1.0% |
| YTD | +15.2% | +46.8% | -31.6% | +5.8% |
| 1Y | +32.8% | +31.7% | +1.0% | +24.6% |
| 3Y | +91.3% | +250.6% | -159.3% | +42.7% |
| 5Y | +22.7% | +174.1% | -151.4% | -6.7% |
| 10Y | +97.0% | +1,265.2% | -1,168.2% | +1.5% |
| All | +8,026.5% | +39,655.9% | -31,629.4% | +2,313.0% |
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