-17.9%
USAR vs WAB
+176.1%
-194.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.3% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | -30.1% | +6.4% | -36.5% | -31.2% |
| 3M | -56.3% | +2.2% | -58.5% | -56.6% |
| 6M | -68.6% | +13.7% | -82.3% | -69.5% |
| YTD | -30.5% | +43.0% | -73.5% | -33.2% |
| 1Y | -53.5% | +47.0% | -100.5% | -55.2% |
| 3Y | -19.3% | +174.4% | -193.7% | -19.1% |
| All | -17.9% | +176.1% | -194.0% | -17.7% |
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