+91.5%
USB vs WY
-25.3%
+116.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.8% |
| 7D | 0.0% | +3.1% | -3.1% | -1.5% |
| 30D | +5.8% | +13.0% | -7.1% | 0.0% |
| 3M | -6.0% | -16.8% | +10.8% | +1.8% |
| 6M | +7.8% | -11.2% | +18.9% | +12.5% |
| YTD | +14.6% | -9.1% | +23.7% | +17.1% |
| 1Y | +31.8% | -4.8% | +36.5% | +31.0% |
| 3Y | +91.5% | -25.3% | +116.8% | +110.3% |
| All | +91.5% | -25.3% | +116.8% | +110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling