+75.4%
USAR vs WSM
+282.3%
-207.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +2.3% | +2.6% | -0.3% | +2.1% |
| 30D | -8.6% | -9.5% | +0.9% | -7.7% |
| 3M | -20.5% | +12.9% | -33.4% | -21.3% |
| 6M | +1.2% | +23.0% | -21.8% | -0.5% |
| YTD | +48.4% | +28.9% | +19.5% | +45.7% |
| 1Y | +30.6% | +13.7% | +17.0% | +27.5% |
| 3Y | +73.6% | +232.6% | -159.0% | +74.8% |
| All | +75.4% | +282.3% | -207.0% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling