+91.5%
USB vs WU
-21.7%
+113.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | 0.0% | +11.7% | -11.7% | -3.1% |
| 30D | +5.8% | +12.6% | -6.8% | +2.2% |
| 3M | -6.0% | -0.5% | -5.5% | -6.1% |
| 6M | +7.8% | -18.2% | +25.9% | +13.4% |
| YTD | +14.6% | -19.0% | +33.6% | +20.4% |
| 1Y | +31.8% | -16.7% | +48.5% | +36.7% |
| 3Y | +91.5% | -21.0% | +112.5% | +104.9% |
| All | +91.5% | -21.7% | +113.2% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling