+73.6%
USAR vs WWD
+164.2%
-90.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.2% |
| 7D | +2.3% | +0.8% | +1.5% | +1.9% |
| 30D | -8.6% | -6.4% | -2.2% | -5.7% |
| 3M | -20.5% | -5.6% | -14.9% | -18.6% |
| 6M | +1.2% | -9.1% | +10.3% | +5.4% |
| YTD | +48.4% | +12.5% | +35.9% | +46.3% |
| 1Y | +30.6% | +41.3% | -10.7% | +25.0% |
| 3Y | +73.6% | +170.2% | -96.6% | +64.1% |
| All | +73.6% | +164.2% | -90.5% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling