+91.7%
USB vs WU
-36.0%
+127.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | 0.0% | +11.7% | -11.7% | -5.4% |
| 30D | +5.8% | +12.6% | -6.8% | -0.4% |
| 3M | -6.0% | -0.5% | -5.5% | -6.4% |
| 6M | +7.8% | -18.2% | +25.9% | +15.8% |
| YTD | +14.6% | -19.0% | +33.6% | +22.7% |
| 1Y | +31.8% | -16.7% | +48.5% | +38.6% |
| 3Y | +91.5% | -21.0% | +112.5% | +101.3% |
| 5Y | +22.0% | -41.7% | +63.7% | +47.3% |
| All | +91.7% | -36.0% | +127.8% | +131.3% |
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