+74.9%
USAR vs WY
-25.0%
+99.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.1% | -1.7% | -0.4% | -1.9% |
| 30D | +2.6% | -10.1% | +12.7% | +4.0% |
| 3M | -35.0% | -5.1% | -29.9% | -34.7% |
| 6M | -6.9% | -4.8% | -2.1% | -6.7% |
| YTD | +48.0% | -0.2% | +48.2% | +48.0% |
| 1Y | +24.8% | -6.6% | +31.4% | +26.2% |
| 3Y | +73.2% | -22.7% | +96.0% | +82.9% |
| All | +74.9% | -25.0% | +99.9% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling