+1,155.4%
WAB vs URA
-31.1%
+1,186.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -4.4% | +7.4% | -11.8% | -6.9% |
| 3M | +7.9% | -8.4% | +16.3% | +10.0% |
| 6M | +8.7% | -12.7% | +21.4% | +11.8% |
| YTD | +33.0% | +7.8% | +25.2% | +25.7% |
| 1Y | +46.7% | +19.5% | +27.2% | +31.5% |
| 3Y | +153.0% | +116.4% | +36.6% | +75.3% |
| 5Y | +222.3% | +134.3% | +88.0% | +103.1% |
| 10Y | +291.0% | +359.3% | -68.3% | +73.5% |
| All | +1,155.4% | -31.1% | +1,186.5% | +886.4% |
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