+155.3%
URI vs WAT
+86.6%
+68.7%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.5% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +9.1% | +9.0% | +0.1% | +5.9% |
| 3M | +1.0% | +13.5% | -12.5% | -3.6% |
| 6M | +23.3% | +35.3% | -11.9% | +10.5% |
| YTD | +43.3% | +24.0% | +19.3% | +31.8% |
| 1Y | +35.9% | +22.0% | +14.0% | +25.8% |
| All | +155.3% | +86.6% | +68.7% | +86.0% |
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