+1,253.7%
URI vs WSM
+998.8%
+254.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.5% | +2.6% | 0.0% | +1.5% |
| 30D | -12.5% | -9.5% | -3.0% | -9.0% |
| 3M | -6.2% | +12.9% | -19.1% | -11.0% |
| 6M | +25.9% | +23.0% | +2.8% | +14.7% |
| YTD | +26.2% | +28.9% | -2.7% | +12.7% |
| 1Y | +5.5% | +13.7% | -8.2% | -1.3% |
| 3Y | +125.0% | +232.6% | -107.6% | +24.8% |
| 5Y | +210.4% | +185.9% | +24.6% | +74.5% |
| All | +1,253.7% | +998.8% | +254.9% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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