+1,157.2%
URI vs WAB
+283.1%
+874.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.1% |
| 7D | +2.5% | +1.7% | +0.9% | +1.2% |
| 30D | -12.5% | -2.4% | -10.1% | -10.8% |
| 3M | -6.2% | +9.7% | -15.9% | -13.4% |
| 6M | +25.9% | +16.5% | +9.4% | +10.6% |
| YTD | +26.2% | +33.7% | -7.5% | -0.8% |
| 1Y | +5.5% | +49.7% | -44.2% | -24.7% |
| 3Y | +125.0% | +170.9% | -46.0% | -1.6% |
| 5Y | +210.4% | +228.0% | -17.6% | +18.1% |
| 10Y | +1,157.2% | +284.8% | +872.4% | +240.2% |
| All | +1,157.2% | +283.1% | +874.1% | +240.2% |
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