+805.5%
WM vs URA
-31.1%
+836.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | -0.3% | +1.1% | -1.4% | -0.4% |
| 30D | -2.4% | +7.4% | -9.8% | -3.3% |
| 3M | +0.4% | -8.4% | +8.8% | +1.0% |
| 6M | -9.5% | -12.7% | +3.2% | -9.0% |
| YTD | +0.5% | +7.8% | -7.3% | -2.2% |
| 1Y | -1.1% | +19.5% | -20.5% | -6.1% |
| 3Y | +46.0% | +116.4% | -70.4% | +23.1% |
| 5Y | +51.8% | +134.3% | -82.5% | +21.9% |
| 10Y | +307.5% | +359.3% | -51.7% | +170.1% |
| All | +805.5% | -31.1% | +836.6% | +691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling