+242.1%
USB vs WU
-18.6%
+260.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.5% | -8.6% | -5.3% |
| 7D | -1.5% | +13.0% | -14.5% | -7.6% |
| 30D | +4.3% | +14.3% | -10.0% | -2.9% |
| 3M | -6.1% | +0.1% | -6.2% | -6.8% |
| 6M | +9.4% | -17.7% | +27.1% | +17.1% |
| YTD | +15.2% | -17.3% | +32.5% | +22.0% |
| 1Y | +32.8% | -11.1% | +43.8% | +34.9% |
| 3Y | +91.3% | -19.8% | +111.1% | +99.7% |
| 5Y | +22.7% | -40.5% | +63.2% | +45.5% |
| 10Y | +97.0% | -33.7% | +130.7% | +116.6% |
| All | +242.1% | -18.6% | +260.7% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling