+74.9%
USAR vs WPM
+259.2%
-184.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | +2.6% | +26.4% | -23.7% | -7.4% |
| 3M | -35.0% | +20.8% | -55.9% | -40.3% |
| 6M | -6.9% | +1.1% | -8.0% | -9.8% |
| YTD | +48.0% | +32.5% | +15.5% | +36.4% |
| 1Y | +24.8% | +51.5% | -26.7% | +13.5% |
| 3Y | +73.2% | +267.0% | -193.8% | +58.4% |
| All | +74.9% | +259.2% | -184.4% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling