+284.8%
WAB vs URA
+371.9%
-87.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | -0.4% |
| 7D | +1.7% | +8.1% | -6.4% | -0.7% |
| 30D | -2.4% | +5.8% | -8.2% | -4.3% |
| 3M | +9.7% | +3.4% | +6.2% | +7.8% |
| 6M | +16.5% | -2.6% | +19.1% | +15.7% |
| YTD | +33.7% | +11.2% | +22.6% | +25.7% |
| 1Y | +49.7% | +19.8% | +29.8% | +35.0% |
| 3Y | +170.9% | +121.5% | +49.5% | +89.1% |
| 5Y | +228.0% | +134.5% | +93.6% | +110.0% |
| 10Y | +284.8% | +376.7% | -91.9% | +70.0% |
| All | +284.8% | +371.9% | -87.1% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling