+8,026.5%
USB vs WY
+640.5%
+7,386.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +9.5% | -11.0% | -5.4% |
| 30D | +4.3% | +16.3% | -12.0% | -2.4% |
| 3M | -6.1% | -15.5% | +9.4% | +0.4% |
| 6M | +9.4% | -7.1% | +16.5% | +11.8% |
| YTD | +15.2% | -6.3% | +21.4% | +16.6% |
| 1Y | +32.8% | -0.3% | +33.0% | +30.7% |
| 3Y | +91.3% | -23.5% | +114.8% | +109.4% |
| 5Y | +22.7% | -31.1% | +53.8% | +39.1% |
| 10Y | +97.0% | +9.9% | +87.2% | +73.2% |
| All | +8,026.5% | +640.5% | +7,386.0% | +3,535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling