+203.4%
URI vs NWSA
+40.7%
+162.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -2.0% | -1.9% | -0.1% | -1.0% |
| 30D | -12.9% | +4.6% | -17.5% | -15.3% |
| 3M | -6.7% | +13.2% | -20.0% | -14.2% |
| 6M | +19.0% | +27.0% | -8.0% | +1.3% |
| YTD | +25.5% | +16.8% | +8.7% | +11.5% |
| 1Y | +5.5% | +4.5% | +1.0% | +0.4% |
| 3Y | +111.3% | +46.2% | +65.1% | +60.2% |
| All | +203.4% | +40.7% | +162.7% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling