+266.4%
WAB vs URA
+283.4%
-17.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +0.5% |
| 7D | +1.4% | -4.1% | +5.5% | +2.7% |
| 30D | +0.4% | -19.0% | +19.4% | +6.8% |
| 3M | -3.8% | -25.1% | +21.3% | +4.3% |
| 6M | +5.1% | -44.5% | +49.6% | +23.9% |
| YTD | +33.3% | -24.3% | +57.6% | +40.2% |
| 1Y | +39.8% | -28.1% | +67.9% | +48.9% |
| 3Y | +161.1% | +40.7% | +120.4% | +109.6% |
| 5Y | +209.5% | +35.5% | +174.0% | +140.2% |
| All | +266.4% | +283.4% | -17.0% | +72.6% |
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