+1,972.2%
WSM vs URA
-50.4%
+2,022.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | +3.1% | +0.3% | +2.8% | +2.9% |
| 30D | +8.5% | -14.8% | +23.3% | +13.6% |
| 3M | +4.6% | -25.3% | +29.9% | +13.5% |
| 6M | +44.5% | -39.9% | +84.5% | +66.3% |
| YTD | +48.4% | -22.4% | +70.9% | +55.1% |
| 1Y | +36.2% | -29.0% | +65.2% | +45.6% |
| 3Y | +268.8% | +41.0% | +227.8% | +201.8% |
| 5Y | +185.2% | +38.3% | +146.9% | +126.8% |
| 10Y | +1,175.8% | +276.1% | +899.8% | +570.6% |
| All | +1,972.2% | -50.4% | +2,022.7% | +1,577.0% |
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