+59.3%
USAR vs WSM
+275.5%
-216.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.2% |
| 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% | +32.6% |
| 1Y | +15.6% | +12.0% | +3.7% | +13.2% |
| 3Y | +57.7% | +226.6% | -168.9% | +59.1% |
| All | +59.3% | +275.5% | -216.2% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling