-17.9%
USAR vs WEC
+44.9%
-62.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.4% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -30.1% | +12.0% | -42.0% | -30.2% |
| 3M | -56.3% | +11.1% | -67.4% | -56.4% |
| 6M | -68.6% | +6.0% | -74.6% | -68.7% |
| YTD | -30.5% | +14.3% | -44.8% | -32.1% |
| 1Y | -53.5% | +8.0% | -61.5% | -53.8% |
| 3Y | -19.3% | +62.8% | -82.1% | -21.7% |
| All | -17.9% | +44.9% | -62.8% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling