+322.5%
WCN vs URA
+266.3%
+56.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +2.6% | -1.5% | +4.1% | +2.7% |
| 30D | +23.9% | -10.4% | +34.3% | +25.1% |
| 3M | +17.4% | -29.6% | +47.1% | +21.3% |
| 6M | +28.0% | -40.3% | +68.3% | +34.3% |
| YTD | +11.6% | -25.5% | +37.0% | +12.5% |
| 1Y | +16.9% | -26.4% | +43.3% | +17.9% |
| 3Y | +51.6% | +31.4% | +20.2% | +35.7% |
| 5Y | +48.0% | +28.6% | +19.4% | +29.5% |
| All | +322.5% | +266.3% | +56.2% | +159.9% |
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