+75.4%
USAR vs ITW
+15.7%
+59.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +2.3% | -0.4% | +2.8% | +2.3% |
| 30D | -8.6% | -9.4% | +0.8% | -8.2% |
| 3M | -20.5% | +7.1% | -27.6% | -21.2% |
| 6M | +1.2% | -1.9% | +3.1% | +0.5% |
| YTD | +48.4% | +10.4% | +38.0% | +47.3% |
| 1Y | +30.6% | +3.3% | +27.3% | +29.6% |
| 3Y | +73.6% | +21.0% | +52.6% | +83.0% |
| All | +75.4% | +15.7% | +59.7% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling