+461.1%
WWD vs URA
+289.1%
+172.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +4.4% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -0.4% | -14.8% | +14.4% | +5.2% |
| 3M | -6.1% | -25.3% | +19.2% | +3.4% |
| 6M | -9.5% | -39.9% | +30.4% | +6.6% |
| YTD | +10.8% | -22.4% | +33.2% | +17.4% |
| 1Y | +23.5% | -29.0% | +52.5% | +34.6% |
| 3Y | +151.3% | +41.0% | +110.3% | +99.7% |
| 5Y | +187.8% | +38.3% | +149.5% | +119.7% |
| 10Y | +461.1% | +276.1% | +185.0% | +130.4% |
| All | +461.1% | +289.1% | +172.0% | +130.4% |
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