+6,893.4%
URI vs WAB
+2,675.7%
+4,217.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -2.0% | -3.2% | +1.2% | -0.1% |
| 30D | -12.9% | -4.4% | -8.5% | -10.6% |
| 3M | -6.7% | +7.9% | -14.6% | -10.9% |
| 6M | +19.0% | +8.7% | +10.3% | +13.2% |
| YTD | +25.5% | +33.0% | -7.4% | +6.3% |
| 1Y | +5.5% | +46.7% | -41.1% | -15.8% |
| 3Y | +111.3% | +153.0% | -41.7% | +23.9% |
| 5Y | +198.6% | +222.3% | -23.7% | +55.4% |
| 10Y | +1,179.9% | +291.0% | +888.9% | +491.4% |
| All | +6,893.4% | +2,675.7% | +4,217.8% | +1,317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling