+75.4%
USAR vs BBWI
-41.0%
+116.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | +2.3% | +1.6% | +0.8% | +2.1% |
| 30D | -8.6% | -6.2% | -2.4% | -8.2% |
| 3M | -20.5% | +4.3% | -24.8% | -21.2% |
| 6M | +1.2% | -7.2% | +8.4% | +1.0% |
| YTD | +48.4% | -3.0% | +51.4% | +47.0% |
| 1Y | +30.6% | -30.8% | +61.4% | +30.4% |
| 3Y | +73.6% | -43.4% | +117.0% | +73.4% |
| All | +75.4% | -41.0% | +116.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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