-20.3%
USAR vs WY
-23.6%
+3.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -20.9% | +10.1% | -31.0% | -22.1% |
| 3M | -56.2% | -15.4% | -40.8% | -55.1% |
| 6M | -67.9% | -8.3% | -59.6% | -67.8% |
| YTD | -31.4% | -9.8% | -21.6% | -30.4% |
| 1Y | -45.1% | -3.9% | -41.2% | -44.4% |
| 3Y | -20.3% | -23.3% | +3.0% | -13.8% |
| All | -20.3% | -23.6% | +3.3% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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