+132.0%
WMT vs USAR
-19.4%
+151.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.1% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +11.1% | -30.1% | +41.2% | +10.8% |
| 3M | +11.2% | -56.3% | +67.5% | +10.5% |
| 6M | -1.3% | -68.6% | +67.3% | -2.0% |
| YTD | +13.5% | -30.5% | +44.1% | +13.3% |
| 1Y | +22.5% | -53.5% | +76.0% | +22.0% |
| All | +132.0% | -19.4% | +151.4% | +107.7% |
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