+141.0%
WBD vs USAR
+67.7%
+73.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.8% |
| 7D | -1.7% | -4.4% | +2.7% | -1.7% |
| 30D | +3.9% | -10.4% | +14.3% | +3.8% |
| 3M | +5.1% | -18.4% | +23.5% | +5.0% |
| 6M | +0.6% | -8.8% | +9.4% | +0.8% |
| YTD | -3.2% | +43.4% | -46.5% | -2.2% |
| 1Y | +127.7% | +21.0% | +106.7% | +129.2% |
| All | +141.0% | +67.7% | +73.3% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling