+1,135.8%
URI vs WSM
+1,131.4%
+4.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.9% |
| 7D | +6.7% | 0.0% | +6.7% | +6.7% |
| 30D | +8.9% | +5.1% | +3.8% | +6.5% |
| 3M | +0.5% | +5.1% | -4.6% | -1.8% |
| 6M | +20.7% | +48.6% | -27.9% | +2.1% |
| YTD | +40.0% | +44.2% | -4.1% | +19.4% |
| 1Y | +34.4% | +38.1% | -3.7% | +16.5% |
| 3Y | +149.5% | +257.2% | -107.8% | +35.5% |
| 5Y | +205.6% | +165.1% | +40.5% | +78.9% |
| All | +1,135.8% | +1,131.4% | +4.5% | +218.4% |
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