-19.0%
USAR vs WSM
+327.6%
-346.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -20.9% | +5.1% | -26.0% | -21.4% |
| 3M | -56.2% | +5.1% | -61.3% | -56.4% |
| 6M | -67.9% | +48.6% | -116.5% | -69.0% |
| YTD | -31.4% | +44.2% | -75.6% | -33.5% |
| 1Y | -45.1% | +38.1% | -83.1% | -46.7% |
| 3Y | -20.3% | +257.2% | -277.5% | -20.8% |
| All | -19.0% | +327.6% | -346.6% | -19.2% |
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