-19.0%
USAR vs WM
+52.3%
-71.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.0% |
| 7D | -0.8% | +3.2% | -4.0% | +1.2% |
| 30D | -20.9% | +13.0% | -33.9% | -14.6% |
| 3M | -56.2% | +9.2% | -65.4% | -53.3% |
| 6M | -67.9% | +13.6% | -81.5% | -64.9% |
| YTD | -31.4% | +12.4% | -43.8% | -25.0% |
| 1Y | -45.1% | +21.2% | -66.3% | -38.6% |
| 3Y | -20.3% | +48.7% | -69.0% | -13.3% |
| All | -19.0% | +52.3% | -71.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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