+1.5%
WFC vs USAR
-50.4%
+51.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.5% | -4.7% | +1.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +2.9% | -30.3% | +33.2% | +4.0% |
| 3M | -1.4% | -54.7% | +53.2% | +0.9% |
| 6M | +14.3% | -67.5% | +81.9% | +17.8% |
| YTD | -6.2% | -26.4% | +20.2% | -9.1% |
| All | +1.5% | -50.4% | +51.9% | +0.2% |
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 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