+6.5%
WBD vs USB
+77.2%
-70.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +1.0% | -1.1% | +2.1% | +1.7% |
| 30D | -0.4% | +5.0% | -5.4% | -3.5% |
| 3M | +1.7% | -5.0% | +6.7% | +4.4% |
| 6M | +19.6% | +21.3% | -1.8% | +4.9% |
| YTD | -5.6% | +5.3% | -10.8% | -9.3% |
| 1Y | +225.2% | +39.8% | +185.4% | +159.6% |
| 3Y | +111.2% | +108.0% | +3.2% | +32.9% |
| 5Y | -25.8% | +14.4% | -40.1% | -34.7% |
| All | +6.5% | +77.2% | -70.6% | -29.0% |
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