+74.9%
USAR vs WEC
+30.7%
+44.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +2.6% | -1.3% | +3.9% | +2.7% |
| 3M | -35.0% | -3.9% | -31.1% | -35.3% |
| 6M | -6.9% | -8.3% | +1.4% | -6.1% |
| YTD | +48.0% | +3.1% | +44.9% | +44.9% |
| 1Y | +24.8% | +1.9% | +22.9% | +22.9% |
| 3Y | +73.2% | +41.9% | +31.3% | +68.2% |
| All | +74.9% | +30.7% | +44.2% | +70.0% |
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