+12.6%
WBD vs USB
+107.5%
-94.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -1.8% | +1.4% | -3.2% | -2.7% |
| 30D | +8.8% | -1.3% | +10.1% | +9.5% |
| 3M | +4.6% | +15.2% | -10.6% | -4.4% |
| 6M | +1.1% | +18.8% | -17.8% | -9.9% |
| YTD | -2.0% | +21.0% | -23.0% | -14.2% |
| 1Y | +140.0% | +34.0% | +106.0% | +96.7% |
| 3Y | +144.4% | +95.3% | +49.1% | +58.6% |
| 5Y | -0.2% | +40.4% | -40.6% | -22.5% |
| All | +12.6% | +107.5% | -94.9% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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