+59.3%
USAR vs WTW
+42.4%
+16.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.5% | -6.5% | -5.8% |
| 7D | -9.3% | -7.8% | -1.5% | -11.4% |
| 30D | -15.2% | -7.9% | -7.3% | -17.0% |
| 3M | -21.1% | +19.9% | -41.1% | -15.9% |
| 6M | -21.6% | +9.8% | -31.4% | -17.1% |
| YTD | +34.8% | -3.3% | +38.1% | +41.4% |
| 1Y | +15.6% | -3.3% | +18.9% | +21.1% |
| 3Y | +57.7% | +61.5% | -3.8% | +67.6% |
| All | +59.3% | +42.4% | +16.9% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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