+1,340.7%
URI vs WAB
+287.6%
+1,053.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | -0.3% |
| 7D | -9.8% | +1.4% | -11.2% | -10.8% |
| 30D | +1.7% | +0.4% | +1.3% | +1.1% |
| 3M | -9.1% | -3.8% | -5.2% | -6.5% |
| 6M | +9.9% | +5.1% | +4.8% | +4.5% |
| YTD | +31.2% | +33.3% | -2.1% | +3.0% |
| 1Y | +25.9% | +39.8% | -13.9% | -5.0% |
| 3Y | +147.4% | +161.1% | -13.7% | +10.9% |
| 5Y | +179.7% | +209.5% | -29.7% | +10.7% |
| All | +1,340.7% | +287.6% | +1,053.0% | +277.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling