-13.0%
USAR vs WM
+47.8%
-60.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | -30.3% | +13.3% | -43.6% | -24.6% |
| 3M | -54.7% | +4.4% | -59.1% | -53.1% |
| 6M | -67.5% | +10.8% | -78.3% | -65.1% |
| YTD | -26.4% | +9.1% | -35.5% | -21.0% |
| 1Y | -49.5% | +19.1% | -68.7% | -44.5% |
| 3Y | -14.5% | +45.7% | -60.1% | -8.7% |
| All | -13.0% | +47.8% | -60.8% | -7.0% |
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