-19.0%
USAR vs WAT
+70.1%
-89.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | -20.9% | +5.4% | -26.3% | -21.5% |
| 3M | -56.2% | +11.3% | -67.5% | -56.9% |
| 6M | -67.9% | +37.4% | -105.3% | -69.6% |
| YTD | -31.4% | +21.2% | -52.6% | -35.0% |
| 1Y | -45.1% | +21.3% | -66.4% | -48.0% |
| 3Y | -20.3% | +83.4% | -103.7% | -22.9% |
| All | -19.0% | +70.1% | -89.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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