+526.6%
WMT vs USB
+94.3%
+432.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +12.9% | +6.8% | +6.1% | +11.7% |
| 3M | +12.6% | -3.8% | +16.4% | +13.2% |
| 6M | -3.4% | +11.7% | -15.2% | -5.2% |
| YTD | +13.5% | +17.5% | -4.0% | +10.4% |
| 1Y | +23.5% | +33.8% | -10.2% | +17.6% |
| 3Y | +137.3% | +104.2% | +33.1% | +109.7% |
| 5Y | +167.9% | +26.4% | +141.5% | +152.9% |
| 10Y | +526.6% | +89.2% | +437.4% | +486.1% |
| All | +526.6% | +94.3% | +432.3% | +486.1% |
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 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