-17.9%
USAR vs WAT
+74.1%
-92.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | -30.1% | +9.0% | -39.1% | -31.1% |
| 3M | -56.3% | +13.5% | -69.8% | -57.2% |
| 6M | -68.6% | +35.3% | -103.9% | -70.2% |
| YTD | -30.5% | +24.0% | -54.5% | -34.5% |
| 1Y | -53.5% | +22.0% | -75.4% | -56.1% |
| 3Y | -19.3% | +84.0% | -103.3% | -22.3% |
| All | -17.9% | +74.1% | -92.0% | -21.0% |
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