+128.4%
WBD vs USAR
+74.5%
+53.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -0.7% | +2.3% | -3.0% | -0.7% |
| 30D | +5.0% | -8.6% | +13.6% | +5.0% |
| 3M | +6.2% | -20.5% | +26.7% | +6.1% |
| 6M | +0.6% | +1.2% | -0.6% | +0.9% |
| YTD | -2.4% | +48.4% | -50.8% | -1.5% |
| 1Y | +127.7% | +30.6% | +97.1% | +129.3% |
| 3Y | +148.4% | +73.6% | +74.8% | +125.4% |
| All | +128.4% | +74.5% | +53.9% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling