-26.3%
USAR vs WM
+50.7%
-77.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.2% | -10.7% | -8.8% |
| 7D | -29.5% | +4.5% | -34.0% | -27.4% |
| 30D | -46.0% | +16.1% | -62.1% | -40.8% |
| 3M | -56.8% | +8.0% | -64.8% | -54.4% |
| 6M | -72.9% | +8.4% | -81.4% | -70.9% |
| YTD | -37.6% | +11.2% | -48.9% | -32.4% |
| 1Y | -56.0% | +22.3% | -78.3% | -51.1% |
| 3Y | -27.5% | +50.2% | -77.8% | -21.8% |
| All | -26.3% | +50.7% | -77.0% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling