+508.1%
WCC vs URA
+371.9%
+136.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +0.9% |
| 7D | +8.5% | +8.1% | +0.4% | +4.4% |
| 30D | -1.0% | +5.8% | -6.7% | -3.8% |
| 3M | +2.1% | +3.4% | -1.3% | +0.2% |
| 6M | +36.8% | -2.6% | +39.4% | +37.1% |
| YTD | +47.7% | +11.2% | +36.6% | +36.6% |
| 1Y | +66.5% | +19.8% | +46.7% | +44.5% |
| 3Y | +134.2% | +121.5% | +12.7% | +41.0% |
| 5Y | +231.6% | +134.5% | +97.2% | +76.9% |
| 10Y | +508.1% | +376.7% | +131.4% | +86.8% |
| All | +508.1% | +371.9% | +136.2% | +86.8% |
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