-17.9%
USAR vs WWD
+188.6%
-206.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +3.7% |
| 7D | +0.8% | +3.7% | -2.9% | -0.7% |
| 30D | -30.1% | +1.8% | -31.9% | -30.5% |
| 3M | -56.3% | -5.0% | -51.3% | -55.2% |
| 6M | -68.6% | -8.4% | -60.2% | -67.4% |
| YTD | -30.5% | +12.3% | -42.8% | -31.3% |
| 1Y | -53.5% | +26.2% | -79.7% | -54.7% |
| 3Y | -19.3% | +154.6% | -173.9% | -23.5% |
| All | -17.9% | +188.6% | -206.5% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling