-49.8%
USAR vs NWSA
+18.2%
-68.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.7% | -9.6% | -5.0% |
| 7D | -21.8% | +4.3% | -26.0% | -21.0% |
| 30D | -39.9% | +5.6% | -45.5% | -39.3% |
| 3M | -52.5% | +7.3% | -59.8% | -51.7% |
| 6M | -67.9% | +18.8% | -86.8% | -67.2% |
| YTD | -31.1% | +17.9% | -49.0% | -29.5% |
| 1Y | -49.8% | +19.3% | -69.2% | -49.4% |
| All | -49.8% | +18.2% | -68.1% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling