+247.0%
WMB vs URA
+283.4%
-36.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.5% |
| 7D | -13.8% | -4.1% | -9.7% | -12.8% |
| 30D | -10.3% | -19.0% | +8.7% | -5.1% |
| 3M | -10.1% | -25.1% | +15.1% | -3.3% |
| 6M | -11.8% | -44.5% | +32.6% | +2.2% |
| YTD | +8.9% | -24.3% | +33.3% | +12.7% |
| 1Y | +14.0% | -28.1% | +42.1% | +19.2% |
| 3Y | +100.5% | +40.7% | +59.9% | +58.5% |
| 5Y | +179.5% | +35.5% | +144.0% | +114.0% |
| All | +247.0% | +283.4% | -36.4% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling