+147.4%
URI vs WAT
+74.7%
+72.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | -9.8% | -1.1% | -8.7% | -9.4% |
| 30D | +1.7% | +5.0% | -3.2% | +0.1% |
| 3M | -9.1% | +14.5% | -23.5% | -13.5% |
| 6M | +9.9% | +30.9% | -21.1% | -0.4% |
| YTD | +31.2% | +20.5% | +10.7% | +21.9% |
| 1Y | +25.9% | +23.3% | +2.6% | +15.9% |
| 3Y | +147.4% | +81.5% | +65.9% | +86.8% |
| All | +147.4% | +74.7% | +72.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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