+1,340.7%
URI vs WU
-36.0%
+1,376.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | -9.8% | +11.7% | -21.5% | -14.8% |
| 30D | +1.7% | +12.6% | -10.9% | -4.5% |
| 3M | -9.1% | -0.5% | -8.6% | -9.9% |
| 6M | +9.9% | -18.2% | +28.0% | +17.1% |
| YTD | +31.2% | -19.0% | +50.2% | +39.2% |
| 1Y | +25.9% | -16.7% | +42.6% | +31.2% |
| 3Y | +147.4% | -21.0% | +168.4% | +155.4% |
| 5Y | +179.7% | -41.7% | +221.4% | +232.8% |
| All | +1,340.7% | -36.0% | +1,376.7% | +1,620.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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