+113.2%
WDC vs USAR
-49.3%
+162.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.9% | -0.9% | -5.0% |
| 7D | -18.3% | -21.8% | +3.4% | -11.8% |
| 30D | -26.7% | -39.9% | +13.3% | -14.8% |
| 3M | -40.9% | -52.5% | +11.6% | -27.5% |
| 6M | -26.8% | -67.9% | +41.2% | -0.9% |
| YTD | +88.2% | -31.1% | +119.3% | +103.7% |
| 1Y | +113.2% | -49.8% | +163.0% | +143.1% |
| All | +113.2% | -49.3% | +162.5% | +143.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling