+205.5%
WBD vs URA
+72.0%
+133.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -27.2% | +41.3% | +18.0% |
| 7D | +14.2% | -27.2% | +41.3% | +18.0% |
| 30D | +14.2% | -27.2% | +41.3% | +18.0% |
| 3M | +14.2% | -27.2% | +41.3% | +18.0% |
| 6M | +13.3% | -17.8% | +31.1% | +12.9% |
| YTD | +7.4% | -5.9% | +13.3% | +0.9% |
| 1Y | +63.0% | -15.1% | +78.1% | +55.4% |
| All | +205.5% | +72.0% | +133.5% | +116.1% |
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