-31.7%
WY vs URA
+32.3%
-64.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.0% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +8.0% | -14.8% | +22.8% | +10.3% |
| 3M | -17.7% | -25.3% | +7.6% | -14.4% |
| 6M | -10.8% | -39.9% | +29.2% | -4.4% |
| YTD | -10.6% | -22.4% | +11.8% | -9.1% |
| 1Y | -5.7% | -29.0% | +23.2% | -3.0% |
| 3Y | -24.8% | +41.0% | -65.8% | -36.8% |
| 5Y | -31.7% | +38.3% | -70.1% | -46.7% |
| All | -31.7% | +32.3% | -64.0% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling