-19.0%
USAR vs WPM
+204.7%
-223.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.8% | -3.6% | +2.8% | +1.1% |
| 30D | -20.9% | +1.4% | -22.4% | -21.4% |
| 3M | -56.2% | -0.2% | -56.0% | -56.1% |
| 6M | -67.9% | -7.3% | -60.6% | -67.0% |
| YTD | -31.4% | +12.3% | -43.8% | -31.9% |
| 1Y | -45.1% | +24.9% | -69.9% | -46.0% |
| 3Y | -20.3% | +210.4% | -230.7% | -21.5% |
| All | -19.0% | +204.7% | -223.7% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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