+17.8%
WBD vs USB
+17.1%
+0.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.9% | +8.8% | +10.2% |
| 7D | +13.7% | +4.9% | +8.8% | +10.2% |
| 30D | +13.7% | +4.9% | +8.8% | +10.2% |
| 3M | +13.7% | +4.9% | +8.8% | +10.2% |
| 6M | +13.3% | +10.1% | +3.2% | +5.9% |
| YTD | +7.4% | +10.4% | -3.0% | -0.8% |
| 1Y | +63.0% | +23.7% | +39.3% | +38.2% |
| 3Y | +206.7% | +104.2% | +102.6% | +81.1% |
| All | +17.8% | +17.1% | +0.6% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling