+1,912.8%
WSM vs URA
-52.4%
+1,965.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | +5.1% | -10.4% | +15.5% | +8.4% |
| 3M | +5.1% | -29.6% | +34.7% | +16.1% |
| 6M | +48.6% | -40.3% | +88.9% | +71.3% |
| YTD | +44.2% | -25.5% | +69.7% | +52.5% |
| 1Y | +38.1% | -26.4% | +64.5% | +45.8% |
| 3Y | +257.2% | +31.4% | +225.8% | +198.8% |
| 5Y | +165.1% | +28.6% | +136.5% | +115.5% |
| 10Y | +1,123.6% | +260.9% | +862.7% | +551.0% |
| All | +1,912.8% | -52.4% | +1,965.2% | +1,548.4% |
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