-20.3%
USAR vs WCN
+52.1%
-72.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.8% | +2.6% | -3.4% | +0.6% |
| 30D | -20.9% | +23.9% | -44.9% | -11.8% |
| 3M | -56.2% | +17.4% | -73.6% | -52.3% |
| 6M | -67.9% | +28.0% | -95.9% | -63.6% |
| YTD | -31.4% | +11.6% | -43.0% | -24.2% |
| 1Y | -45.1% | +16.9% | -61.9% | -38.1% |
| 3Y | -20.3% | +51.6% | -71.9% | -13.7% |
| All | -20.3% | +52.1% | -72.4% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling