+238.5%
WCN vs URA
+369.2%
-130.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.0% |
| 7D | -1.7% | +5.7% | -7.5% | -2.3% |
| 30D | -3.0% | +5.6% | -8.6% | -3.6% |
| 3M | +2.5% | +6.2% | -3.7% | +1.5% |
| 6M | -5.7% | -8.2% | +2.6% | -5.6% |
| YTD | -7.4% | +9.7% | -17.1% | -10.1% |
| 1Y | -8.6% | +17.0% | -25.6% | -12.8% |
| 3Y | +19.4% | +118.5% | -99.1% | +0.8% |
| 5Y | +27.2% | +134.3% | -107.1% | +2.8% |
| 10Y | +238.5% | +377.5% | -139.0% | +115.4% |
| All | +238.5% | +369.2% | -130.7% | +115.4% |
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