+74.9%
USAR vs WM
+36.2%
+38.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -1.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.3% |
| 30D | +2.6% | -2.4% | +5.0% | +1.4% |
| 3M | -35.0% | +0.4% | -35.4% | -34.4% |
| 6M | -6.9% | -9.5% | +2.6% | -7.3% |
| YTD | +48.0% | +0.5% | +47.5% | +50.3% |
| 1Y | +24.8% | -1.1% | +25.9% | +25.8% |
| 3Y | +73.2% | +46.0% | +27.2% | +75.2% |
| All | +74.9% | +36.2% | +38.7% | +76.9% |
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