-17.9%
USAR vs WU
-23.5%
+5.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +4.4% |
| 7D | +0.8% | +2.1% | -1.3% | +0.7% |
| 30D | -30.1% | +10.1% | -40.2% | -30.4% |
| 3M | -56.3% | -1.1% | -55.1% | -56.2% |
| 6M | -68.6% | -19.8% | -48.8% | -68.4% |
| YTD | -30.5% | -20.8% | -9.8% | -30.1% |
| 1Y | -53.5% | -15.1% | -38.4% | -53.2% |
| 3Y | -19.3% | -23.2% | +3.9% | -16.4% |
| All | -17.9% | -23.5% | +5.6% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling