+69.4%
USAR vs WEC
+30.9%
+38.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.5% | -3.4% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | -10.4% | +0.9% | -11.3% | -10.5% |
| 3M | -18.4% | -5.3% | -13.0% | -18.3% |
| 6M | -8.8% | -6.6% | -2.2% | -8.5% |
| YTD | +43.4% | +3.3% | +40.1% | +40.4% |
| 1Y | +21.0% | +2.1% | +18.9% | +19.2% |
| 3Y | +67.7% | +39.6% | +28.2% | +62.9% |
| All | +69.4% | +30.9% | +38.5% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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