-21.2%
USAR vs BWA
+64.3%
-85.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | +8.8% | +7.3% | +1.5% | +5.6% |
| 30D | -28.5% | -15.8% | -12.6% | -22.7% |
| 3M | -56.2% | -25.7% | -30.4% | -50.2% |
| 6M | -68.4% | -19.6% | -48.8% | -64.7% |
| YTD | -32.2% | +14.1% | -46.3% | -30.6% |
| 1Y | -52.3% | +12.2% | -64.5% | -51.1% |
| All | -21.2% | +64.3% | -85.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling