+74.9%
USAR vs WAT
+51.3%
+23.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | +2.6% | +2.3% | +0.3% | +2.3% |
| 3M | -35.0% | +8.7% | -43.8% | -35.9% |
| 6M | -6.9% | +28.3% | -35.2% | -10.9% |
| YTD | +48.0% | +7.8% | +40.2% | +43.1% |
| 1Y | +24.8% | +36.6% | -11.8% | +19.0% |
| 3Y | +73.2% | +45.7% | +27.6% | +71.0% |
| All | +74.9% | +51.3% | +23.6% | +72.6% |
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 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