-19.0%
USAR vs NWSA
+37.3%
-56.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.5% | +1.3% |
| 7D | -0.8% | +2.2% | -3.0% | -0.6% |
| 30D | -20.9% | -8.8% | -12.2% | -21.3% |
| 3M | -56.2% | -6.5% | -49.7% | -56.2% |
| 6M | -67.9% | +1.5% | -69.4% | -67.4% |
| YTD | -31.4% | +4.0% | -35.5% | -30.4% |
| 1Y | -45.1% | +3.4% | -48.5% | -44.2% |
| 3Y | -20.3% | +34.8% | -55.2% | -17.9% |
| All | -19.0% | +37.3% | -56.3% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling