-2.3%
WMT vs USAR
-67.8%
+65.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.6% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +10.3% | -20.9% | +31.2% | +8.3% |
| 3M | +11.0% | -56.2% | +67.1% | +3.7% |
| 6M | -2.3% | -67.9% | +65.6% | -11.4% |
| All | -2.3% | -67.8% | +65.4% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling