+54.5%
USAR vs WAB
+157.0%
-102.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.2% |
| 7D | -11.6% | +0.1% | -11.8% | -11.7% |
| 30D | -15.5% | -4.1% | -11.4% | -14.6% |
| 3M | -31.0% | +8.2% | -39.2% | -32.1% |
| 6M | -26.2% | +15.4% | -41.6% | -27.8% |
| YTD | +30.8% | +33.1% | -2.4% | +28.1% |
| 1Y | +7.1% | +48.1% | -41.0% | +5.7% |
| 3Y | +53.0% | +167.7% | -114.7% | +56.3% |
| All | +54.5% | +157.0% | -102.5% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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