+24.8%
USAR vs WST
+37.6%
-12.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.5% |
| 7D | -2.1% | +0.7% | -2.9% | -2.1% |
| 30D | +2.6% | -3.1% | +5.8% | +2.5% |
| 3M | -35.0% | +7.2% | -42.2% | -34.4% |
| 6M | -6.9% | +36.8% | -43.7% | -3.6% |
| YTD | +48.0% | +23.8% | +24.1% | +51.3% |
| 1Y | +24.8% | +37.8% | -13.0% | +45.3% |
| All | +24.8% | +37.6% | -12.8% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling