+674.1%
WPM vs URA
+289.1%
+385.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.7% |
| 7D | +16.4% | +0.3% | +16.0% | +16.1% |
| 30D | -1.5% | -14.8% | +13.3% | +4.3% |
| 3M | +2.6% | -25.3% | +27.9% | +13.8% |
| 6M | -1.3% | -39.9% | +38.6% | +18.0% |
| YTD | +16.8% | -22.4% | +39.2% | +29.0% |
| 1Y | +34.1% | -29.0% | +63.1% | +51.8% |
| 3Y | +225.1% | +41.0% | +184.1% | +190.1% |
| 5Y | +234.5% | +38.3% | +196.2% | +189.4% |
| 10Y | +674.1% | +276.1% | +398.1% | +315.7% |
| All | +674.1% | +289.1% | +385.1% | +315.7% |
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