-17.9%
USAR vs WST
+8.2%
-26.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.7% |
| 30D | -30.1% | +12.4% | -42.5% | -30.3% |
| 3M | -56.3% | +17.6% | -73.9% | -56.5% |
| 6M | -68.6% | +28.3% | -96.8% | -68.8% |
| YTD | -30.5% | +50.5% | -81.0% | -31.4% |
| 1Y | -53.5% | +49.4% | -102.9% | -54.0% |
| 3Y | -19.3% | +21.9% | -41.2% | -19.5% |
| All | -17.9% | +8.2% | -26.2% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling