+81.3%
USB vs WU
-38.9%
+120.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.2% |
| 7D | +2.6% | -2.0% | +4.6% | +3.5% |
| 30D | +8.4% | +11.4% | -3.0% | +2.6% |
| 3M | -5.5% | -6.8% | +1.3% | -2.9% |
| 6M | +17.7% | -14.6% | +32.4% | +23.6% |
| YTD | +17.6% | -20.6% | +38.2% | +27.1% |
| 1Y | +33.9% | -15.4% | +49.2% | +39.5% |
| 3Y | +103.8% | -23.6% | +127.4% | +117.8% |
| 5Y | +25.6% | -43.4% | +69.0% | +54.1% |
| All | +81.3% | -38.9% | +120.2% | +117.2% |
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