+711.3%
WPM vs URA
+266.3%
+445.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -3.6% | -1.5% | -2.0% | -3.0% |
| 30D | +1.4% | -10.4% | +11.9% | +5.6% |
| 3M | -0.2% | -29.6% | +29.5% | +13.2% |
| 6M | -7.3% | -40.3% | +33.0% | +11.4% |
| YTD | +12.3% | -25.5% | +37.8% | +26.0% |
| 1Y | +24.9% | -26.4% | +51.3% | +40.4% |
| 3Y | +210.4% | +31.4% | +178.9% | +183.6% |
| 5Y | +210.4% | +28.6% | +181.8% | +175.0% |
| All | +711.3% | +266.3% | +445.0% | +338.6% |
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