-61.7%
WBD vs USB
-8.3%
-53.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.6% |
| 7D | -13.9% | -3.6% | -10.3% | -12.0% |
| 30D | -7.6% | +5.2% | -12.8% | -10.3% |
| 3M | -28.3% | -12.1% | -16.2% | -23.0% |
| 6M | -22.3% | +19.6% | -42.0% | -30.6% |
| YTD | +6.9% | -18.1% | +25.0% | +18.3% |
| 1Y | -6.2% | -19.5% | +13.3% | +5.0% |
| 3Y | -55.8% | -12.3% | -43.5% | -53.5% |
| 5Y | -69.3% | -21.7% | -47.6% | -66.5% |
| All | -61.7% | -8.3% | -53.4% | -63.9% |
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