+102.9%
USB vs WWD
+154.7%
-51.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | -0.5% | +3.7% | -4.3% | -1.6% |
| 30D | +5.7% | +1.8% | +3.9% | +4.9% |
| 3M | -4.7% | -5.0% | +0.3% | -3.7% |
| 6M | +13.4% | -8.4% | +21.8% | +14.9% |
| YTD | +17.0% | +12.3% | +4.7% | +10.6% |
| 1Y | +32.4% | +26.2% | +6.1% | +20.1% |
| All | +102.9% | +154.7% | -51.8% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling