+1.9%
WY vs URA
+266.3%
-264.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +10.1% | -10.4% | +20.5% | +12.7% |
| 3M | -15.4% | -29.6% | +14.3% | -8.1% |
| 6M | -8.3% | -40.3% | +32.0% | +3.1% |
| YTD | -9.8% | -25.5% | +15.7% | -6.6% |
| 1Y | -3.9% | -26.4% | +22.5% | -0.6% |
| 3Y | -23.3% | +31.4% | -54.8% | -39.1% |
| 5Y | -31.2% | +28.6% | -59.8% | -47.5% |
| All | +1.9% | +266.3% | -264.3% | -59.8% |
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