+89.2%
USB vs WU
-36.4%
+125.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.8% | +9.1% | -8.3% | -3.6% |
| 30D | +6.8% | +12.1% | -5.3% | +0.8% |
| 3M | -3.8% | +0.3% | -4.1% | -4.6% |
| 6M | +11.7% | -19.1% | +30.9% | +20.8% |
| YTD | +17.5% | -19.2% | +36.7% | +26.0% |
| 1Y | +33.8% | -15.3% | +49.0% | +39.4% |
| 3Y | +104.2% | -21.3% | +125.6% | +115.0% |
| 5Y | +26.4% | -41.7% | +68.1% | +52.6% |
| 10Y | +89.2% | -36.0% | +125.2% | +124.9% |
| All | +89.2% | -36.4% | +125.6% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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