+16.7%
WBD vs USB
+17.1%
-0.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +163.0% | +83.4% | +79.6% | +27.1% |
| 7D | +163.0% | +83.4% | +79.6% | +27.1% |
| 30D | +163.0% | +83.4% | +79.6% | +27.1% |
| 3M | +163.0% | +83.4% | +79.6% | +27.1% |
| 6M | +163.0% | +83.4% | +79.6% | +27.1% |
| YTD | +163.0% | +83.4% | +79.6% | +27.1% |
| 1Y | +163.0% | +83.4% | +79.6% | +27.1% |
| 3Y | +206.7% | +104.2% | +102.6% | +37.8% |
| All | +16.7% | +17.1% | -0.4% | -22.0% |
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 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