-17.0%
WU vs URA
-31.1%
+14.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.1% |
| 30D | -1.1% | +7.4% | -8.5% | -2.7% |
| 3M | -3.9% | -8.4% | +4.5% | -2.8% |
| 6M | -20.7% | -12.7% | -7.9% | -19.5% |
| YTD | -18.4% | +7.8% | -26.2% | -21.5% |
| 1Y | -8.1% | +19.5% | -27.5% | -14.3% |
| 3Y | -24.2% | +116.4% | -140.6% | -40.4% |
| 5Y | -50.4% | +134.3% | -184.7% | -63.5% |
| 10Y | -40.0% | +359.3% | -399.3% | -65.7% |
| All | -17.0% | -31.1% | +14.2% | -28.0% |
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