+1,696.4%
WSM vs URA
-31.1%
+1,727.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -3.3% | +1.1% | -4.3% | -3.6% |
| 30D | -8.4% | +7.4% | -15.8% | -10.6% |
| 3M | +9.7% | -8.4% | +18.0% | +11.7% |
| 6M | +16.7% | -12.7% | +29.4% | +19.6% |
| YTD | +28.7% | +7.8% | +20.9% | +22.2% |
| 1Y | +13.7% | +19.5% | -5.8% | +2.9% |
| 3Y | +230.1% | +116.4% | +113.7% | +137.1% |
| 5Y | +179.0% | +134.3% | +44.7% | +86.6% |
| 10Y | +1,002.5% | +359.3% | +643.3% | +445.1% |
| All | +1,696.4% | -31.1% | +1,727.5% | +1,221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling