+141.1%
WEC vs URA
+371.9%
-230.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.1% | +0.9% |
| 7D | +0.8% | +8.1% | -7.3% | +0.4% |
| 30D | +0.3% | +5.8% | -5.4% | 0.0% |
| 3M | -2.9% | +3.4% | -6.4% | -3.2% |
| 6M | -5.9% | -2.6% | -3.3% | -6.1% |
| YTD | +4.1% | +11.2% | -7.0% | +2.9% |
| 1Y | +3.1% | +19.8% | -16.7% | +1.1% |
| 3Y | +40.8% | +121.5% | -80.7% | +30.4% |
| 5Y | +31.7% | +134.5% | -102.8% | +19.2% |
| 10Y | +141.1% | +376.7% | -235.6% | +82.2% |
| All | +141.1% | +371.9% | -230.8% | +82.2% |
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