+69.4%
USAR vs WPM
+263.4%
-194.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.9% |
| 7D | -4.4% | +3.9% | -8.3% | -6.1% |
| 30D | -10.4% | +17.7% | -28.1% | -16.8% |
| 3M | -18.4% | +39.4% | -57.8% | -29.6% |
| 6M | -8.8% | +6.4% | -15.2% | -13.1% |
| YTD | +43.4% | +34.0% | +9.4% | +31.4% |
| 1Y | +21.0% | +50.5% | -29.5% | +9.5% |
| 3Y | +67.7% | +280.3% | -212.6% | +52.6% |
| All | +69.4% | +263.4% | -194.0% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling