+144.6%
URI vs WAB
+153.1%
-8.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -5.6% | -1.5% | -2.9% |
| 7D | -12.9% | -2.5% | -10.4% | -11.2% |
| 30D | -3.4% | -4.4% | +0.9% | -0.3% |
| 3M | -10.0% | -5.9% | -4.1% | -6.0% |
| 6M | +12.2% | +5.9% | +6.2% | +6.3% |
| YTD | +29.8% | +30.9% | -1.2% | +4.1% |
| 1Y | +24.6% | +35.8% | -11.2% | -3.0% |
| All | +144.6% | +153.1% | -8.5% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling