+543.9%
WPM vs URA
+375.7%
+168.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.0% |
| 7D | +7.0% | +8.1% | -1.1% | +4.1% |
| 30D | +15.7% | +5.8% | +10.0% | +13.5% |
| 3M | +35.2% | +3.4% | +31.8% | +33.7% |
| 6M | +6.1% | -2.6% | +8.7% | +7.3% |
| YTD | +32.6% | +11.2% | +21.4% | +29.0% |
| 1Y | +46.9% | +19.8% | +27.1% | +38.7% |
| 3Y | +276.3% | +121.5% | +154.8% | +187.2% |
| 5Y | +260.0% | +134.5% | +125.5% | +159.4% |
| All | +543.9% | +375.7% | +168.3% | +343.5% |
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