+203.4%
URI vs WSM
+179.2%
+24.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.8% |
| 7D | -2.0% | -3.3% | +1.3% | -0.8% |
| 30D | -12.9% | -8.4% | -4.6% | -10.1% |
| 3M | -6.7% | +9.7% | -16.4% | -10.2% |
| 6M | +19.0% | +16.7% | +2.3% | +11.5% |
| YTD | +25.5% | +28.7% | -3.1% | +13.2% |
| 1Y | +5.5% | +13.7% | -8.1% | -0.7% |
| 3Y | +111.3% | +230.1% | -118.8% | +21.5% |
| All | +203.4% | +179.2% | +24.2% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling