-18.3%
USAR vs WST
+4.7%
-23.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.9% | +9.0% | +10.8% |
| 7D | -14.5% | -3.1% | -11.4% | -14.4% |
| 30D | -37.8% | +9.1% | -46.9% | -38.0% |
| 3M | -52.8% | +14.7% | -67.4% | -52.9% |
| 6M | -71.2% | +28.0% | -99.2% | -71.4% |
| YTD | -30.9% | +45.6% | -76.5% | -31.6% |
| 1Y | -48.0% | +45.7% | -93.7% | -48.6% |
| 3Y | -19.7% | +21.1% | -40.8% | -19.7% |
| All | -18.3% | +4.7% | -23.1% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling