+4,007.1%
USB vs WWD
+13,645.2%
-9,638.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.0% | +3.9% | 0.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.7% |
| 30D | +4.3% | -7.7% | +12.0% | +6.9% |
| 3M | -6.1% | -17.7% | +11.6% | -0.1% |
| 6M | +9.4% | -15.9% | +25.3% | +14.7% |
| YTD | +15.2% | +1.8% | +13.4% | +12.1% |
| 1Y | +32.8% | +17.4% | +15.3% | +22.4% |
| 3Y | +91.3% | +137.1% | -45.8% | +35.1% |
| 5Y | +22.7% | +162.4% | -139.7% | -18.0% |
| 10Y | +97.0% | +452.5% | -355.4% | -0.3% |
| All | +4,007.1% | +13,645.2% | -9,638.2% | +1,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling