+133.1%
WY vs URA
-31.1%
+164.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -10.1% | +7.4% | -17.5% | -12.2% |
| 3M | -5.1% | -8.4% | +3.3% | -3.8% |
| 6M | -4.8% | -12.7% | +7.9% | -2.9% |
| YTD | -0.2% | +7.8% | -8.0% | -5.8% |
| 1Y | -6.6% | +19.5% | -26.1% | -16.5% |
| 3Y | -22.7% | +116.4% | -139.2% | -46.9% |
| 5Y | -22.2% | +134.3% | -156.5% | -51.5% |
| 10Y | +7.3% | +359.3% | -352.0% | -53.3% |
| All | +133.1% | -31.1% | +164.2% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling