+63.3%
WM vs URA
+27.0%
+36.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.4% | +1.3% |
| 7D | +4.5% | -13.3% | +17.8% | +4.8% |
| 30D | +16.1% | -25.9% | +41.9% | +16.9% |
| 3M | +8.0% | -27.8% | +35.8% | +8.8% |
| 6M | +8.4% | -42.8% | +51.3% | +10.3% |
| YTD | +11.2% | -27.5% | +38.7% | +11.0% |
| 1Y | +22.3% | -35.1% | +57.5% | +22.9% |
| 3Y | +50.2% | +31.1% | +19.2% | +37.3% |
| 5Y | +63.3% | +29.8% | +33.5% | +45.8% |
| All | +63.3% | +27.0% | +36.3% | +45.8% |
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 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