+841.4%
WMT vs URA
-50.4%
+891.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +12.8% | -14.8% | +27.5% | +14.2% |
| 3M | +11.7% | -25.3% | +37.0% | +14.4% |
| 6M | -3.5% | -39.9% | +36.4% | +0.5% |
| YTD | +13.4% | -22.4% | +35.8% | +14.3% |
| 1Y | +23.6% | -29.0% | +52.6% | +25.5% |
| 3Y | +133.9% | +41.0% | +92.9% | +115.8% |
| 5Y | +170.1% | +38.3% | +131.8% | +145.4% |
| 10Y | +523.5% | +276.1% | +247.4% | +380.2% |
| All | +841.4% | -50.4% | +891.8% | +748.2% |
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