+26.4%
USB vs WY
-31.5%
+57.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +0.8% | -0.8% | +1.5% | +1.0% |
| 30D | +6.8% | +10.6% | -3.8% | +1.3% |
| 3M | -3.8% | -16.6% | +12.9% | +4.9% |
| 6M | +11.7% | -8.6% | +20.3% | +15.4% |
| YTD | +17.5% | -8.4% | +25.9% | +20.1% |
| 1Y | +33.8% | -5.1% | +38.9% | +33.9% |
| 3Y | +104.2% | -21.9% | +126.2% | +124.5% |
| 5Y | +26.4% | -31.3% | +57.7% | +41.3% |
| All | +26.4% | -31.5% | +57.9% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling