-13.1%
WBD vs URA
+424.3%
-437.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.5% |
| 7D | +3.1% | -7.0% | +10.1% | +5.8% |
| 30D | +34.4% | -5.7% | +40.1% | +36.1% |
| 3M | +110.6% | +22.4% | +88.2% | +91.5% |
| 6M | +153.4% | +80.0% | +73.3% | +97.1% |
| YTD | +117.4% | +82.6% | +34.8% | +67.1% |
| 1Y | +150.3% | +62.0% | +88.3% | +100.6% |
| 3Y | +112.8% | +151.9% | -39.1% | +40.4% |
| 5Y | +0.3% | +400.1% | -399.8% | -53.4% |
| All | -13.1% | +424.3% | -437.4% | -58.4% |
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 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