+1,043.3%
WSM vs URA
+346.2%
+697.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.2% |
| 7D | -0.5% | -5.5% | +5.0% | +1.3% |
| 30D | -7.7% | -3.7% | -4.0% | -6.9% |
| 3M | +3.8% | -2.9% | +6.7% | +4.0% |
| 6M | +22.7% | -15.2% | +37.9% | +27.1% |
| YTD | +28.0% | +1.9% | +26.1% | +23.1% |
| 1Y | +12.7% | +6.9% | +5.8% | +4.8% |
| 3Y | +231.3% | +99.6% | +131.7% | +134.9% |
| 5Y | +177.2% | +101.2% | +76.0% | +85.7% |
| All | +1,043.3% | +346.2% | +697.2% | +351.7% |
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