+167.4%
WAB vs URA
+35.4%
+132.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +5.1% | -1.5% | +6.6% | +5.4% |
| 30D | +4.0% | -10.4% | +14.4% | +6.4% |
| 3M | +0.1% | -29.6% | +29.7% | +7.5% |
| 6M | +12.8% | -40.3% | +53.1% | +24.7% |
| YTD | +40.1% | -25.5% | +65.6% | +45.8% |
| 1Y | +46.4% | -26.4% | +72.8% | +52.4% |
| 3Y | +167.4% | +31.4% | +135.9% | +129.9% |
| All | +167.4% | +35.4% | +132.0% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling