+5.6%
WM vs URA
-40.7%
+46.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.4% |
| 7D | +5.9% | -10.5% | +16.5% | +3.2% |
| 30D | +15.4% | -18.6% | +34.0% | +10.5% |
| 3M | +6.3% | -23.0% | +29.4% | +1.1% |
| 6M | +5.6% | -40.3% | +45.9% | -3.5% |
| All | +5.6% | -40.7% | +46.3% | -3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling