+203.4%
URI vs WAT
-3.2%
+206.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | -12.9% | +2.3% | -15.3% | -13.9% |
| 3M | -6.7% | +8.7% | -15.5% | -10.1% |
| 6M | +19.0% | +28.3% | -9.3% | +5.2% |
| YTD | +25.5% | +7.8% | +17.8% | +20.0% |
| 1Y | +5.5% | +36.6% | -31.1% | -10.2% |
| 3Y | +111.3% | +45.7% | +65.6% | +65.4% |
| All | +203.4% | -3.2% | +206.7% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling