+21.8%
WM vs URA
-29.1%
+50.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.1% |
| 7D | +1.2% | +4.5% | -3.3% | +1.8% |
| 30D | +15.2% | -13.4% | +28.7% | +13.6% |
| 3M | +8.3% | -28.4% | +36.7% | +4.9% |
| 6M | +13.1% | -40.5% | +53.6% | +9.4% |
| YTD | +12.5% | -24.3% | +36.8% | +11.8% |
| 1Y | +21.8% | -28.8% | +50.6% | +20.6% |
| All | +21.8% | -29.1% | +50.9% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling