-21.2%
USAR vs WCC
+138.4%
-159.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +8.8% | +14.2% | -5.5% | +3.2% |
| 30D | -28.5% | -9.8% | -18.6% | -25.4% |
| 3M | -56.2% | -10.1% | -46.0% | -54.3% |
| 6M | -68.4% | -9.4% | -59.0% | -67.1% |
| YTD | -32.2% | +34.4% | -66.6% | -34.2% |
| 1Y | -52.3% | +23.3% | -75.6% | -53.3% |
| All | -21.2% | +138.4% | -159.6% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling