+75.4%
USAR vs WAB
+158.2%
-82.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.3% | +1.7% | +0.7% | +1.9% |
| 30D | -8.6% | -2.4% | -6.2% | -8.1% |
| 3M | -20.5% | +9.7% | -30.2% | -22.0% |
| 6M | +1.2% | +16.5% | -15.3% | -1.0% |
| YTD | +48.4% | +33.7% | +14.7% | +45.2% |
| 1Y | +30.6% | +49.7% | -19.1% | +28.8% |
| 3Y | +73.6% | +170.9% | -97.3% | +77.2% |
| All | +75.4% | +158.2% | -82.8% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling