+144.6%
URI vs WWD
+137.0%
+7.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -6.0% | -1.1% | -4.7% |
| 7D | -12.9% | -2.6% | -10.4% | -12.0% |
| 30D | -3.4% | -7.7% | +4.3% | -0.4% |
| 3M | -10.0% | -17.7% | +7.7% | -3.0% |
| 6M | +12.2% | -15.9% | +28.1% | +19.0% |
| YTD | +29.8% | +1.8% | +28.0% | +26.0% |
| 1Y | +24.6% | +17.4% | +7.2% | +13.1% |
| All | +144.6% | +137.0% | +7.6% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 3y: compounded portfolio wealth divided by compounded WWD 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…
3y analysis · Full analysis span regression · 6 months rolling