-56.0%
USAR vs WSM
+35.8%
-91.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.2% | -5.3% | -6.2% |
| 7D | -29.5% | -0.5% | -29.0% | -29.3% |
| 30D | -46.0% | +7.1% | -53.1% | -49.2% |
| 3M | -56.8% | +4.5% | -61.3% | -58.4% |
| 6M | -72.9% | +44.4% | -117.3% | -80.9% |
| YTD | -37.6% | +46.8% | -84.4% | -61.4% |
| 1Y | -56.0% | +31.7% | -87.8% | -69.8% |
| All | -56.0% | +35.8% | -91.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling