+336.4%
WM vs URA
+278.3%
+58.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.4% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | +13.1% | -19.0% | +32.1% | +14.8% |
| 3M | +3.6% | -25.1% | +28.8% | +5.7% |
| 6M | +8.1% | -44.5% | +52.6% | +13.0% |
| YTD | +8.9% | -24.3% | +33.2% | +9.4% |
| 1Y | +20.3% | -28.1% | +48.5% | +21.4% |
| 3Y | +46.2% | +40.7% | +5.5% | +31.1% |
| 5Y | +59.9% | +35.5% | +24.4% | +40.7% |
| All | +336.4% | +278.3% | +58.1% | +185.1% |
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