+108.7%
USB vs WY
+5.0%
+103.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | +1.4% | -1.7% | +3.2% | +2.3% |
| 30D | -1.3% | -10.1% | +8.8% | +4.0% |
| 3M | +15.2% | -5.1% | +20.4% | +17.5% |
| 6M | +18.8% | -4.8% | +23.6% | +20.6% |
| YTD | +21.0% | -0.2% | +21.2% | +19.2% |
| 1Y | +34.0% | -6.6% | +40.6% | +36.1% |
| 3Y | +95.3% | -22.7% | +118.1% | +117.1% |
| 5Y | +40.4% | -22.2% | +62.6% | +52.4% |
| All | +108.7% | +5.0% | +103.7% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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