+1,340.7%
URI vs WCC
+457.1%
+883.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.0% | -0.2% |
| 7D | -9.8% | -14.7% | +4.9% | -1.2% |
| 30D | +1.7% | -20.1% | +21.8% | +15.0% |
| 3M | -9.1% | -21.2% | +12.1% | +3.1% |
| 6M | +9.9% | -19.2% | +29.0% | +20.9% |
| YTD | +31.2% | +20.2% | +11.0% | +10.9% |
| 1Y | +25.9% | +14.5% | +11.5% | +9.4% |
| 3Y | +147.4% | +115.1% | +32.3% | +31.1% |
| 5Y | +179.7% | +121.5% | +58.3% | +35.6% |
| All | +1,340.7% | +457.1% | +883.5% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling