+129.5%
WBD vs USAR
+74.0%
+55.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -1.8% | -2.1% | +0.3% | -1.8% |
| 30D | +8.8% | +2.6% | +6.2% | +8.8% |
| 3M | +4.6% | -35.0% | +39.6% | +4.4% |
| 6M | +1.1% | -6.9% | +7.9% | +1.3% |
| YTD | -2.0% | +48.0% | -50.0% | -1.0% |
| 1Y | +140.0% | +24.8% | +115.2% | +141.6% |
| 3Y | +144.4% | +73.2% | +71.1% | +121.9% |
| All | +129.5% | +74.0% | +55.5% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling