-20.5%
WY vs URA
+131.0%
-151.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.9% |
| 7D | -2.1% | +8.1% | -10.2% | -3.2% |
| 30D | -10.5% | +5.8% | -16.2% | -11.3% |
| 3M | -4.9% | +3.4% | -8.3% | -5.7% |
| 6M | -4.9% | -2.6% | -2.3% | -5.3% |
| YTD | -1.7% | +11.2% | -12.8% | -4.8% |
| 1Y | -9.4% | +19.8% | -29.2% | -14.7% |
| 3Y | -22.3% | +121.5% | -143.8% | -38.7% |
| 5Y | -20.5% | +134.5% | -155.0% | -39.9% |
| All | -20.5% | +131.0% | -151.5% | -39.9% |
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