+247.2%
WPM vs URA
+33.4%
+213.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +1.1% |
| 7D | +16.9% | -4.1% | +21.0% | +18.8% |
| 30D | +2.0% | -19.0% | +21.0% | +11.2% |
| 3M | +8.9% | -25.1% | +34.1% | +22.8% |
| 6M | +1.6% | -44.5% | +46.1% | +28.5% |
| YTD | +16.5% | -24.3% | +40.8% | +32.3% |
| 1Y | +42.2% | -28.1% | +70.3% | +63.8% |
| 3Y | +213.3% | +40.7% | +172.6% | +176.9% |
| All | +247.2% | +33.4% | +213.8% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling