-53.9%
WBD vs USB
+1.3%
-55.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +4.3% |
| 7D | +23.2% | +15.8% | +7.4% | +13.4% |
| 30D | +14.4% | +13.6% | +0.8% | +6.1% |
| 3M | -8.7% | -8.7% | 0.0% | -4.2% |
| 6M | -8.3% | +22.7% | -31.0% | -19.3% |
| YTD | +24.2% | -15.0% | +39.2% | +34.4% |
| 1Y | -1.7% | -9.7% | +8.0% | +2.7% |
| 3Y | -44.3% | -1.6% | -42.7% | -45.3% |
| 5Y | -63.6% | -17.0% | -46.5% | -61.6% |
| All | -53.9% | +1.3% | -55.3% | -56.3% |
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