+7.2%
WY vs URA
+380.3%
-373.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -1.7% | +5.7% | -7.4% | -3.2% |
| 30D | -9.9% | +5.6% | -15.4% | -11.3% |
| 3M | -7.5% | +6.2% | -13.7% | -9.7% |
| 6M | -5.1% | -8.2% | +3.1% | -4.6% |
| YTD | -2.1% | +9.7% | -11.8% | -7.6% |
| 1Y | -7.3% | +17.0% | -24.3% | -16.1% |
| 3Y | -22.6% | +118.5% | -141.1% | -46.9% |
| 5Y | -19.8% | +134.3% | -154.1% | -50.4% |
| All | +7.2% | +380.3% | -373.1% | -59.1% |
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