+1,381.3%
WDC vs USB
+107.5%
+1,273.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.0% |
| 7D | +1.7% | +1.4% | +0.3% | +0.8% |
| 30D | -10.0% | -1.3% | -8.7% | -9.2% |
| 3M | -18.8% | +15.2% | -34.0% | -26.0% |
| 6M | +79.0% | +18.8% | +60.2% | +59.7% |
| YTD | +171.6% | +21.0% | +150.5% | +139.8% |
| 1Y | +417.4% | +34.0% | +383.4% | +326.4% |
| 3Y | +1,251.8% | +95.3% | +1,156.5% | +755.9% |
| 5Y | +911.7% | +40.4% | +871.3% | +674.8% |
| All | +1,381.3% | +107.5% | +1,273.8% | +765.8% |
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