+534.7%
WMT vs URA
+272.2%
+262.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +0.7% |
| 7D | -1.2% | +4.5% | -5.7% | -1.6% |
| 30D | +12.4% | -13.4% | +25.8% | +13.5% |
| 3M | +9.0% | -28.4% | +37.4% | +11.7% |
| 6M | -3.0% | -40.5% | +37.5% | +0.8% |
| YTD | +14.0% | -24.3% | +38.3% | +14.8% |
| 1Y | +23.0% | -28.8% | +51.9% | +24.5% |
| 3Y | +135.1% | +37.6% | +97.5% | +116.4% |
| 5Y | +172.7% | +30.7% | +142.1% | +148.5% |
| All | +534.7% | +272.2% | +262.4% | +378.7% |
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