-13.0%
USAR vs WAT
+76.2%
-89.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +5.5% |
| 7D | -1.1% | +6.0% | -7.1% | -2.3% |
| 30D | -30.3% | +9.9% | -40.2% | -31.4% |
| 3M | -54.7% | +17.2% | -71.8% | -55.9% |
| 6M | -67.5% | +34.2% | -101.7% | -69.2% |
| YTD | -26.4% | +25.5% | -51.9% | -30.8% |
| 1Y | -49.5% | +28.3% | -77.8% | -52.6% |
| 3Y | -14.5% | +88.4% | -102.8% | -17.9% |
| All | -13.0% | +76.2% | -89.2% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling