-21.4%
USAR vs WM
+48.2%
-69.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.4% |
| 7D | -9.1% | +1.2% | -10.2% | -8.2% |
| 30D | -36.9% | +13.7% | -50.6% | -31.7% |
| 3M | -58.4% | +5.2% | -63.6% | -56.7% |
| 6M | -70.6% | +11.2% | -81.8% | -68.4% |
| YTD | -33.4% | +9.4% | -42.9% | -28.5% |
| 1Y | -54.0% | +20.4% | -74.4% | -49.3% |
| 3Y | -22.7% | +44.7% | -67.3% | -17.3% |
| All | -21.4% | +48.2% | -69.6% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling