+122.5%
WCC vs URA
+33.4%
+89.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.2% | +0.2% |
| 7D | -14.7% | -4.1% | -10.6% | -12.9% |
| 30D | -20.1% | -19.0% | -1.1% | -11.9% |
| 3M | -21.2% | -25.1% | +4.0% | -10.2% |
| 6M | -19.2% | -44.5% | +25.3% | +4.3% |
| YTD | +20.2% | -24.3% | +44.5% | +33.4% |
| 1Y | +14.5% | -28.1% | +42.6% | +29.5% |
| 3Y | +115.1% | +40.7% | +74.5% | +67.9% |
| All | +122.5% | +33.4% | +89.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling