+54.5%
USAR vs NWSA
+49.9%
+4.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -11.6% | -2.8% | -8.8% | -12.0% |
| 30D | -15.5% | +3.0% | -18.5% | -15.0% |
| 3M | -31.0% | +12.3% | -43.3% | -29.7% |
| 6M | -26.2% | +21.9% | -48.1% | -24.5% |
| YTD | +30.8% | +13.6% | +17.2% | +33.3% |
| 1Y | +7.1% | +0.5% | +6.6% | +6.6% |
| 3Y | +53.0% | +43.8% | +9.2% | +58.4% |
| All | +54.5% | +49.9% | +4.6% | +60.0% |
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