+956.2%
WCN vs URA
-31.1%
+987.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.6% | +1.1% | -1.7% | -0.8% |
| 30D | +0.4% | +7.4% | -7.0% | -0.6% |
| 3M | +7.3% | -8.4% | +15.7% | +8.0% |
| 6M | -2.5% | -12.7% | +10.2% | -1.8% |
| YTD | -5.4% | +7.8% | -13.2% | -8.1% |
| 1Y | -8.5% | +19.5% | -27.9% | -13.4% |
| 3Y | +20.8% | +116.4% | -95.6% | +1.2% |
| 5Y | +30.0% | +134.3% | -104.3% | +4.1% |
| 10Y | +238.4% | +359.3% | -120.8% | +126.1% |
| All | +956.2% | -31.1% | +987.3% | +796.4% |
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 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