+129.1%
WBD vs USAR
+58.5%
+70.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +7.0% | +1.0% |
| 7D | -0.6% | -9.3% | +8.7% | -0.7% |
| 30D | +4.2% | -15.2% | +19.4% | +4.1% |
| 3M | +7.5% | -21.1% | +28.6% | +7.4% |
| 6M | +1.6% | -21.6% | +23.1% | +1.7% |
| YTD | -2.2% | +34.8% | -36.9% | -1.2% |
| 1Y | +124.9% | +15.6% | +109.2% | +126.3% |
| 3Y | +149.1% | +57.7% | +91.4% | +125.9% |
| All | +129.1% | +58.5% | +70.6% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling