+59.3%
USAR vs ITW
+14.2%
+45.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.4% | -6.0% |
| 7D | -9.3% | -2.4% | -7.0% | -9.2% |
| 30D | -15.2% | -9.5% | -5.6% | -14.8% |
| 3M | -21.1% | +6.6% | -27.8% | -21.9% |
| 6M | -21.6% | -1.8% | -19.8% | -22.1% |
| YTD | +34.8% | +9.0% | +25.8% | +33.9% |
| 1Y | +15.6% | +3.6% | +12.1% | +14.9% |
| 3Y | +57.7% | +19.4% | +38.3% | +66.3% |
| All | +59.3% | +14.2% | +45.1% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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