+81.3%
USB vs WWD
+439.4%
-358.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +2.6% | +4.0% | -1.4% | +0.8% |
| 30D | +8.4% | +0.4% | +8.0% | +7.7% |
| 3M | -5.5% | -7.9% | +2.4% | -2.7% |
| 6M | +17.7% | -10.6% | +28.4% | +21.5% |
| YTD | +17.6% | +9.4% | +8.2% | +9.0% |
| 1Y | +33.9% | +25.7% | +8.1% | +15.6% |
| 3Y | +103.8% | +148.5% | -44.7% | +21.9% |
| 5Y | +25.6% | +189.5% | -163.9% | -32.8% |
| All | +81.3% | +439.4% | -358.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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