+69.4%
USAR vs BWA
+50.1%
+19.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -10.4% | -5.6% | -4.8% | -8.4% |
| 3M | -18.4% | -10.7% | -7.7% | -15.1% |
| 6M | -8.8% | +23.2% | -32.0% | -11.8% |
| YTD | +43.4% | +46.0% | -2.6% | +33.4% |
| 1Y | +21.0% | +51.2% | -30.2% | +12.0% |
| 3Y | +67.7% | +69.6% | -1.8% | +46.6% |
| All | +69.4% | +50.1% | +19.3% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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