+59.7%
WM vs URA
+33.4%
+26.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.2% |
| 7D | +1.2% | -4.1% | +5.3% | +1.3% |
| 30D | +13.1% | -19.0% | +32.1% | +13.7% |
| 3M | +3.6% | -25.1% | +28.8% | +4.3% |
| 6M | +8.1% | -44.5% | +52.6% | +10.3% |
| YTD | +8.9% | -24.3% | +33.2% | +8.6% |
| 1Y | +20.3% | -28.1% | +48.5% | +20.3% |
| 3Y | +46.2% | +40.7% | +5.5% | +32.8% |
| All | +59.7% | +33.4% | +26.3% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling