+4,215.4%
USB vs WWD
+15,408.5%
-11,193.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +15.2% | -3.8% | +19.1% | +15.9% |
| 6M | +18.8% | -9.9% | +28.7% | +21.7% |
| YTD | +21.0% | +14.8% | +6.2% | +13.4% |
| 1Y | +34.0% | +42.1% | -8.1% | +15.9% |
| 3Y | +95.3% | +170.8% | -75.5% | +32.4% |
| 5Y | +40.4% | +197.5% | -157.1% | -9.9% |
| 10Y | +107.3% | +477.8% | -370.5% | +3.3% |
| All | +4,215.4% | +15,408.5% | -11,193.1% | +1,084.0% |
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 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