+58.2%
URI vs WETO
-99.4%
+157.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -2.1% | -4.3% | +2.3% | -2.0% |
| 30D | -12.4% | -39.9% | +27.5% | -13.7% |
| 3M | -7.3% | -97.9% | +90.6% | -6.9% |
| 6M | +27.2% | -95.0% | +122.2% | +23.8% |
| YTD | +23.0% | -97.2% | +120.1% | +21.3% |
| 1Y | +3.9% | -98.9% | +102.8% | +3.8% |
| All | +58.2% | -99.4% | +157.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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