+67.7%
USAR vs GWW
+89.5%
-21.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.4% |
| 7D | -4.4% | -0.5% | -4.0% | -4.4% |
| 30D | -10.4% | -1.4% | -9.0% | -10.4% |
| 3M | -18.4% | -3.6% | -14.7% | -18.4% |
| 6M | -8.8% | +15.1% | -23.9% | -9.7% |
| YTD | +43.4% | +27.5% | +15.9% | +45.5% |
| 1Y | +21.0% | +29.6% | -8.6% | +22.8% |
| All | +67.7% | +89.5% | -21.7% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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