+660.4%
WDC vs URA
+289.1%
+371.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.3% |
| 7D | -16.7% | +0.3% | -17.0% | -16.5% |
| 30D | -27.2% | -14.8% | -12.4% | -20.3% |
| 3M | -34.0% | -25.3% | -8.7% | -23.3% |
| 6M | -39.7% | -39.9% | +0.2% | -21.1% |
| YTD | +68.1% | -22.4% | +90.5% | +94.8% |
| 1Y | +66.3% | -29.0% | +95.3% | +100.9% |
| 3Y | +754.4% | +41.0% | +713.4% | +602.9% |
| 5Y | +595.8% | +38.3% | +557.4% | +449.3% |
| 10Y | +660.4% | +276.1% | +384.3% | +204.5% |
| All | +660.4% | +289.1% | +371.3% | +204.5% |
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