+204.5%
URI vs WAB
+214.2%
-9.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.5% |
| 7D | +6.7% | +5.1% | +1.7% | +2.3% |
| 30D | +8.9% | +4.0% | +4.9% | +4.9% |
| 3M | +0.5% | +0.1% | +0.4% | +0.1% |
| 6M | +20.7% | +12.8% | +7.9% | +7.3% |
| YTD | +40.0% | +40.1% | 0.0% | +2.4% |
| 1Y | +34.4% | +46.4% | -12.0% | -5.6% |
| 3Y | +149.5% | +167.4% | -17.9% | -5.5% |
| All | +204.5% | +214.2% | -9.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling