+677.9%
WCC vs URA
-31.1%
+709.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.5% |
| 7D | +4.5% | +1.1% | +3.4% | +3.9% |
| 30D | -5.8% | +7.4% | -13.2% | -9.2% |
| 3M | -3.7% | -8.4% | +4.7% | 0.0% |
| 6M | +23.1% | -12.7% | +35.8% | +30.0% |
| YTD | +44.2% | +7.8% | +36.4% | +35.5% |
| 1Y | +62.1% | +19.5% | +42.6% | +41.2% |
| 3Y | +121.1% | +116.4% | +4.7% | +36.7% |
| 5Y | +214.0% | +134.3% | +79.7% | +72.4% |
| 10Y | +472.8% | +359.3% | +113.5% | +102.6% |
| All | +677.9% | -31.1% | +709.0% | +477.3% |
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