-21.4%
USAR vs WU
-21.1%
-0.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.2% | -10.8% | -9.6% |
| 7D | -9.1% | +11.0% | -20.1% | -9.4% |
| 30D | -36.9% | +13.4% | -50.3% | -37.3% |
| 3M | -58.4% | +2.2% | -60.6% | -58.4% |
| 6M | -70.6% | -18.2% | -52.4% | -70.4% |
| YTD | -33.4% | -18.3% | -15.2% | -33.1% |
| 1Y | -54.0% | -12.2% | -41.9% | -53.7% |
| 3Y | -22.7% | -20.8% | -1.8% | -19.9% |
| All | -21.4% | -21.1% | -0.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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