+107.2%
WY vs URA
-51.6%
+158.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +0.1% |
| 7D | -5.4% | +4.5% | -9.9% | -6.7% |
| 30D | +7.9% | -13.4% | +21.3% | +11.7% |
| 3M | -16.6% | -28.4% | +11.8% | -9.2% |
| 6M | -11.2% | -40.5% | +29.3% | +1.0% |
| YTD | -11.3% | -24.3% | +12.9% | -8.1% |
| 1Y | -5.5% | -28.8% | +23.3% | -0.8% |
| 3Y | -25.4% | +37.6% | -63.0% | -41.4% |
| 5Y | -32.4% | +30.7% | -63.1% | -48.4% |
| 10Y | +3.8% | +266.8% | -263.0% | -52.6% |
| All | +107.2% | -51.6% | +158.8% | +70.5% |
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