+1,487.3%
WDC vs USAR
+74.0%
+1,413.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +5.9% |
| 7D | +1.7% | -2.1% | +3.9% | +1.9% |
| 30D | -10.0% | +2.6% | -12.6% | -10.4% |
| 3M | -18.8% | -35.0% | +16.3% | -16.2% |
| 6M | +79.0% | -6.9% | +85.9% | +79.7% |
| YTD | +171.6% | +48.0% | +123.6% | +167.0% |
| 1Y | +417.4% | +24.8% | +392.6% | +405.0% |
| 3Y | +1,251.8% | +73.2% | +1,178.5% | +1,190.6% |
| All | +1,487.3% | +74.0% | +1,413.3% | +1,409.0% |
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