+1,156.7%
WDC vs URA
-51.6%
+1,208.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -3.6% |
| 7D | -28.0% | -4.1% | -23.8% | -26.1% |
| 30D | -34.9% | -19.0% | -15.9% | -27.4% |
| 3M | -41.6% | -25.1% | -16.4% | -32.9% |
| 6M | -45.4% | -44.5% | -0.9% | -27.0% |
| YTD | +53.3% | -24.3% | +77.6% | +78.2% |
| 1Y | +61.5% | -28.1% | +89.7% | +92.3% |
| 3Y | +712.3% | +40.7% | +671.7% | +579.1% |
| 5Y | +524.2% | +35.5% | +488.8% | +405.8% |
| 10Y | +616.5% | +281.2% | +335.4% | +227.4% |
| All | +1,156.7% | -51.6% | +1,208.3% | +987.7% |
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