+83.6%
USB vs WY
+3.1%
+80.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.5% | -5.1% | +4.5% | +2.1% |
| 30D | +5.7% | +9.0% | -3.3% | +0.9% |
| 3M | -4.7% | -16.7% | +12.0% | +3.9% |
| 6M | +13.4% | -10.3% | +23.7% | +18.3% |
| YTD | +17.0% | -10.5% | +27.5% | +21.2% |
| 1Y | +32.4% | -5.9% | +38.3% | +33.4% |
| 3Y | +101.7% | -24.7% | +126.4% | +125.7% |
| 5Y | +24.4% | -31.5% | +55.9% | +44.0% |
| 10Y | +83.6% | +4.7% | +78.9% | +59.8% |
| All | +83.6% | +3.1% | +80.5% | +59.8% |
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