+53.9%
WM vs URA
+128.0%
-74.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | -2.4% | +7.4% | -9.8% | -2.6% |
| 3M | +0.4% | -8.4% | +8.8% | +0.8% |
| 6M | -9.5% | -12.7% | +3.2% | -9.1% |
| YTD | +0.5% | +7.8% | -7.3% | -0.6% |
| 1Y | -1.1% | +19.5% | -20.5% | -3.6% |
| 3Y | +46.0% | +116.4% | -70.4% | +31.9% |
| All | +53.9% | +128.0% | -74.1% | +35.1% |
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 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