+495.3%
WWD vs URA
+369.2%
+126.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | 0.0% |
| 7D | +0.6% | +5.7% | -5.1% | -1.4% |
| 30D | -5.1% | +5.6% | -10.7% | -7.1% |
| 3M | -11.2% | +6.2% | -17.4% | -13.7% |
| 6M | -12.0% | -8.2% | -3.8% | -10.9% |
| YTD | +12.0% | +9.7% | +2.3% | +5.5% |
| 1Y | +42.8% | +17.0% | +25.8% | +29.1% |
| 3Y | +168.9% | +118.5% | +50.5% | +82.4% |
| 5Y | +192.2% | +134.3% | +57.9% | +78.3% |
| 10Y | +495.3% | +377.5% | +117.8% | +119.0% |
| All | +495.3% | +369.2% | +126.0% | +119.0% |
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 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