+59.3%
USAR vs WCN
+15.2%
+44.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -6.5% |
| 7D | -9.3% | -4.4% | -4.9% | -11.2% |
| 30D | -15.2% | -4.4% | -10.7% | -16.9% |
| 3M | -21.1% | +0.5% | -21.6% | -20.6% |
| 6M | -21.6% | -3.3% | -18.3% | -20.5% |
| YTD | +34.8% | -8.5% | +43.3% | +34.7% |
| 1Y | +15.6% | -8.9% | +24.6% | +15.6% |
| 3Y | +57.7% | +18.0% | +39.7% | +54.7% |
| All | +59.3% | +15.2% | +44.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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