+772.0%
WDC vs USAR
-14.5%
+786.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.5% | +3.4% | +9.1% |
| 7D | -14.4% | -1.1% | -13.3% | -14.2% |
| 30D | -27.1% | -30.3% | +3.2% | -24.3% |
| 3M | -33.3% | -54.7% | +21.4% | -27.9% |
| 6M | -39.6% | -67.5% | +27.9% | -33.3% |
| YTD | +68.4% | -26.4% | +94.8% | +77.5% |
| 1Y | +78.2% | -49.5% | +127.7% | +89.4% |
| 3Y | +772.0% | -14.5% | +786.5% | +827.4% |
| All | +772.0% | -14.5% | +786.5% | +827.4% |
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