+493.2%
WEC vs URA
-31.1%
+524.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -0.3% | +1.1% | -1.3% | -0.3% |
| 30D | -1.3% | +7.4% | -8.7% | -1.9% |
| 3M | -3.9% | -8.4% | +4.5% | -3.5% |
| 6M | -8.3% | -12.7% | +4.4% | -7.8% |
| YTD | +3.1% | +7.8% | -4.7% | +1.6% |
| 1Y | +1.9% | +19.5% | -17.5% | -0.8% |
| 3Y | +41.9% | +116.4% | -74.5% | +28.6% |
| 5Y | +30.8% | +134.3% | -103.5% | +15.0% |
| 10Y | +141.9% | +359.3% | -217.3% | +86.0% |
| All | +493.2% | -31.1% | +524.3% | +467.3% |
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