+703.4%
WMT vs URA
-31.1%
+734.5%
-36.4%
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 | +3.9% | +1.1% | +2.9% | +3.8% |
| 30D | -4.4% | +7.4% | -11.8% | -5.1% |
| 3M | -8.8% | -8.4% | -0.4% | -8.3% |
| 6M | -15.6% | -12.7% | -2.9% | -15.1% |
| YTD | -3.2% | +7.8% | -11.0% | -5.1% |
| 1Y | +7.0% | +19.5% | -12.4% | +3.2% |
| 3Y | +105.3% | +116.4% | -11.1% | +81.9% |
| 5Y | +129.3% | +134.3% | -5.0% | +96.7% |
| 10Y | +423.9% | +359.3% | +64.7% | +298.1% |
| All | +703.4% | -31.1% | +734.5% | +604.1% |
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