+147.4%
URI vs NWSA
+23.7%
+123.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.3% |
| 7D | -9.8% | -9.4% | -0.4% | -6.5% |
| 30D | +1.7% | -7.8% | +9.5% | +4.7% |
| 3M | -9.1% | -10.8% | +1.7% | -5.5% |
| 6M | +9.9% | +1.1% | +8.8% | +7.2% |
| YTD | +31.2% | +1.8% | +29.4% | +26.6% |
| 1Y | +25.9% | +6.0% | +19.9% | +17.7% |
| 3Y | +147.4% | +24.6% | +122.8% | +117.9% |
| All | +147.4% | +23.7% | +123.7% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling