-40.1%
WU vs URA
+272.2%
-312.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.6% |
| 7D | -5.3% | +4.5% | -9.7% | -5.9% |
| 30D | +9.0% | -13.4% | +22.4% | +11.0% |
| 3M | -3.6% | -28.4% | +24.9% | +0.8% |
| 6M | -19.4% | -40.5% | +21.1% | -13.7% |
| YTD | -21.7% | -24.3% | +2.6% | -20.3% |
| 1Y | -16.1% | -28.8% | +12.7% | -13.9% |
| 3Y | -24.1% | +37.6% | -61.7% | -33.1% |
| 5Y | -44.1% | +30.7% | -74.8% | -51.7% |
| All | -40.1% | +272.2% | -312.3% | -62.2% |
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