+54.5%
USAR vs WSM
+279.7%
-225.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | -11.6% | -0.5% | -11.1% | -11.6% |
| 30D | -15.5% | -7.7% | -7.8% | -14.8% |
| 3M | -31.0% | +3.8% | -34.8% | -31.2% |
| 6M | -26.2% | +22.7% | -48.9% | -27.4% |
| YTD | +30.8% | +28.0% | +2.7% | +28.5% |
| 1Y | +7.1% | +12.7% | -5.6% | +4.6% |
| 3Y | +53.0% | +231.3% | -178.3% | +54.2% |
| All | +54.5% | +279.7% | -225.1% | +56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling