+585.8%
WDC vs URA
+283.4%
+302.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -3.7% |
| 7D | -28.0% | -4.1% | -23.8% | -26.0% |
| 30D | -34.9% | -19.0% | -15.9% | -26.9% |
| 3M | -41.6% | -25.1% | -16.4% | -32.3% |
| 6M | -45.4% | -44.5% | -0.9% | -25.7% |
| YTD | +53.3% | -24.3% | +77.6% | +79.8% |
| 1Y | +61.5% | -28.1% | +89.7% | +94.3% |
| 3Y | +712.3% | +40.7% | +671.7% | +569.3% |
| 5Y | +524.2% | +35.5% | +488.8% | +397.0% |
| All | +585.8% | +283.4% | +302.4% | +180.5% |
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