+1,330.5%
WDC vs URA
+117.9%
+1,212.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.4% |
| 7D | +1.7% | +1.1% | +0.7% | +1.0% |
| 30D | -10.0% | +7.4% | -17.4% | -14.2% |
| 3M | -18.8% | -8.4% | -10.4% | -14.7% |
| 6M | +79.0% | -12.7% | +91.7% | +90.9% |
| YTD | +171.6% | +7.8% | +163.8% | +165.9% |
| 1Y | +417.4% | +19.5% | +397.9% | +375.3% |
| All | +1,330.5% | +117.9% | +1,212.6% | +891.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling