+6,893.4%
URI vs WSM
+6,664.3%
+229.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.1% |
| 6M | +19.0% | +16.7% | +2.3% | +11.7% |
| YTD | +25.5% | +28.7% | -3.1% | +13.6% |
| 1Y | +5.5% | +13.7% | -8.1% | -0.5% |
| 3Y | +111.3% | +230.1% | -118.8% | +27.6% |
| 5Y | +198.6% | +179.0% | +19.6% | +84.3% |
| 10Y | +1,179.9% | +1,002.5% | +177.4% | +339.4% |
| All | +6,893.4% | +6,664.3% | +229.2% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling