+298.8%
FWONK vs URA
+138.4%
+160.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.3% |
| 7D | -2.1% | +8.1% | -10.2% | -3.9% |
| 30D | -7.7% | +5.8% | -13.4% | -9.1% |
| 3M | +9.3% | +3.4% | +5.9% | +7.7% |
| 6M | +13.3% | -2.6% | +16.0% | +12.2% |
| YTD | -3.6% | +11.2% | -14.8% | -8.9% |
| 1Y | -6.8% | +19.8% | -26.6% | -14.9% |
| 3Y | +43.9% | +121.5% | -77.6% | +5.5% |
| 5Y | +94.4% | +134.5% | -40.0% | +31.6% |
| 10Y | +353.8% | +376.7% | -22.9% | +109.0% |
| All | +298.8% | +138.4% | +160.4% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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