-21.4%
USAR vs WWD
+184.8%
-206.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -9.8% |
| 7D | -9.1% | +0.4% | -9.5% | -9.0% |
| 30D | -36.9% | -0.4% | -36.5% | -36.7% |
| 3M | -58.4% | -6.1% | -52.3% | -57.1% |
| 6M | -70.6% | -9.5% | -61.1% | -69.4% |
| YTD | -33.4% | +10.8% | -44.3% | -33.7% |
| 1Y | -54.0% | +23.5% | -77.6% | -54.9% |
| 3Y | -22.7% | +151.3% | -173.9% | -26.3% |
| All | -21.4% | +184.8% | -206.2% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling