+548.8%
WEC vs URA
-51.6%
+600.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.4% |
| 7D | -0.2% | -4.1% | +3.9% | +0.1% |
| 30D | +12.3% | -19.0% | +31.3% | +13.9% |
| 3M | +8.3% | -25.1% | +33.4% | +10.3% |
| 6M | +3.5% | -44.5% | +47.9% | +7.6% |
| YTD | +12.7% | -24.3% | +37.0% | +13.8% |
| 1Y | +8.2% | -28.1% | +36.3% | +9.5% |
| 3Y | +55.9% | +40.7% | +15.2% | +46.0% |
| 5Y | +51.2% | +35.5% | +15.8% | +39.9% |
| 10Y | +177.6% | +281.2% | -103.5% | +114.0% |
| All | +548.8% | -51.6% | +600.4% | +535.8% |
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