+74.9%
USAR vs NWSA
+54.2%
+20.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.7% |
| 7D | -2.1% | -1.9% | -0.2% | -2.4% |
| 30D | +2.6% | +4.6% | -2.0% | +3.4% |
| 3M | -35.0% | +13.2% | -48.2% | -33.5% |
| 6M | -6.9% | +27.0% | -33.9% | -4.2% |
| YTD | +48.0% | +16.8% | +31.1% | +51.5% |
| 1Y | +24.8% | +4.5% | +20.3% | +24.8% |
| 3Y | +73.2% | +46.2% | +27.0% | +80.1% |
| All | +74.9% | +54.2% | +20.7% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling