+41.2%
USB vs WWD
+198.3%
-157.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.6% |
| 7D | +1.4% | +1.3% | +0.2% | +1.0% |
| 30D | -1.3% | -7.2% | +5.9% | +1.0% |
| 3M | +15.2% | -3.8% | +19.1% | +15.7% |
| 6M | +18.8% | -9.9% | +28.7% | +21.4% |
| YTD | +21.0% | +14.8% | +6.2% | +13.1% |
| 1Y | +34.0% | +42.1% | -8.1% | +15.3% |
| 3Y | +95.3% | +170.8% | -75.5% | +28.8% |
| All | +41.2% | +198.3% | -157.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling