+179.2%
URI vs WSM
+168.7%
+10.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.8% |
| 7D | -9.8% | +0.5% | -10.3% | -10.1% |
| 30D | +1.7% | +6.0% | -4.2% | -0.6% |
| 3M | -9.1% | +3.2% | -12.3% | -10.4% |
| 6M | +9.9% | +37.1% | -27.3% | -3.0% |
| YTD | +31.2% | +44.2% | -13.0% | +13.2% |
| 1Y | +25.9% | +34.2% | -8.3% | +11.5% |
| 3Y | +147.4% | +249.3% | -101.9% | +40.4% |
| All | +179.2% | +168.7% | +10.5% | +61.1% |
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