-14.9%
WBD vs USB
-5.6%
-9.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | +1.0% | +1.4% | -0.4% | 0.0% |
| 30D | +26.7% | +0.7% | +26.0% | +26.0% |
| 3M | +91.1% | +8.5% | +82.7% | +79.6% |
| 6M | +164.8% | +17.1% | +147.8% | +133.9% |
| YTD | +114.5% | +2.3% | +112.2% | +109.4% |
| 1Y | +141.9% | -0.2% | +142.2% | +140.2% |
| 3Y | +120.7% | +25.6% | +95.2% | +85.3% |
| All | -14.9% | -5.6% | -9.4% | -11.9% |
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 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