+34.5%
WBD vs URA
-31.1%
+65.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | +8.8% | +7.4% | +1.4% | +6.0% |
| 3M | +4.6% | -8.4% | +13.0% | +6.5% |
| 6M | +1.1% | -12.7% | +13.8% | +3.1% |
| YTD | -2.0% | +7.8% | -9.8% | -8.5% |
| 1Y | +140.0% | +19.5% | +120.6% | +111.4% |
| 3Y | +144.4% | +116.4% | +28.0% | +67.7% |
| 5Y | -0.2% | +134.3% | -134.5% | -35.8% |
| 10Y | +9.1% | +359.3% | -350.1% | -48.4% |
| All | +34.5% | -31.1% | +65.6% | -1.0% |
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