+81.3%
USB vs WY
+5.0%
+76.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | 0.0% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +8.4% | +10.1% | -1.7% | +2.9% |
| 3M | -5.5% | -15.4% | +9.8% | +2.2% |
| 6M | +17.7% | -8.3% | +26.0% | +21.4% |
| YTD | +17.6% | -9.8% | +27.4% | +21.3% |
| 1Y | +33.9% | -3.9% | +37.8% | +33.5% |
| 3Y | +103.8% | -23.3% | +127.1% | +125.9% |
| 5Y | +25.6% | -31.2% | +56.8% | +45.0% |
| All | +81.3% | +5.0% | +76.3% | +59.1% |
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