+7.0%
WMT vs USAR
+27.9%
-20.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +3.9% | -2.1% | +6.0% | +3.9% |
| 30D | -4.4% | +2.6% | -7.0% | -4.4% |
| 3M | -8.8% | -35.0% | +26.2% | -8.7% |
| 6M | -15.6% | -6.9% | -8.8% | -16.2% |
| YTD | -3.2% | +48.0% | -51.2% | -3.7% |
| 1Y | +7.0% | +24.8% | -17.8% | +7.4% |
| All | +7.0% | +27.9% | -20.8% | +7.4% |
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 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