+67.7%
USAR vs WAB
+164.8%
-97.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | -10.4% | -4.6% | -5.8% | -9.4% |
| 3M | -18.4% | +5.6% | -24.0% | -19.3% |
| 6M | -8.8% | +13.8% | -22.6% | -10.5% |
| YTD | +43.4% | +31.9% | +11.5% | +40.7% |
| 1Y | +21.0% | +48.3% | -27.3% | +19.8% |
| All | +67.7% | +164.8% | -97.1% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling