+682.0%
WDC vs URA
+272.2%
+409.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.3% |
| 7D | +16.3% | +4.5% | +11.8% | +13.7% |
| 30D | -18.3% | -13.4% | -4.8% | -11.1% |
| 3M | -31.4% | -28.4% | -3.0% | -18.5% |
| 6M | -36.3% | -40.5% | +4.2% | -16.3% |
| YTD | +80.8% | -24.3% | +105.1% | +112.4% |
| 1Y | +87.7% | -28.8% | +116.5% | +127.0% |
| 3Y | +819.4% | +37.6% | +781.8% | +666.1% |
| 5Y | +583.2% | +30.7% | +552.5% | +455.0% |
| All | +682.0% | +272.2% | +409.7% | +203.2% |
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