-16.9%
WU vs URA
-50.4%
+33.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +11.0% | +0.3% | +10.7% | +10.8% |
| 30D | +13.4% | -14.8% | +28.2% | +16.6% |
| 3M | +2.2% | -25.3% | +27.5% | +7.4% |
| 6M | -18.2% | -39.9% | +21.7% | -10.8% |
| YTD | -18.3% | -22.4% | +4.1% | -16.6% |
| 1Y | -12.2% | -29.0% | +16.8% | -9.0% |
| 3Y | -20.8% | +41.0% | -61.8% | -32.3% |
| 5Y | -42.6% | +38.3% | -80.9% | -52.3% |
| 10Y | -35.5% | +276.1% | -311.5% | -62.3% |
| All | -16.9% | -50.4% | +33.5% | -23.6% |
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