+57.7%
USAR vs WSM
+226.4%
-168.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.7% | -4.3% | -5.8% |
| 7D | -9.3% | +0.4% | -9.8% | -9.4% |
| 30D | -15.2% | -10.7% | -4.5% | -14.1% |
| 3M | -21.1% | +8.5% | -29.6% | -21.6% |
| 6M | -21.6% | +19.6% | -41.2% | -22.8% |
| YTD | +34.8% | +26.6% | +8.2% | +32.5% |
| 1Y | +15.6% | +12.0% | +3.7% | +13.0% |
| All | +57.7% | +226.4% | -168.7% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling