+6,893.4%
URI vs WWD
+8,808.9%
-1,915.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -2.0% | +1.3% | -3.3% | -2.6% |
| 30D | -12.9% | -7.2% | -5.8% | -9.5% |
| 3M | -6.7% | -3.8% | -2.9% | -5.6% |
| 6M | +19.0% | -9.9% | +28.9% | +23.8% |
| YTD | +25.5% | +14.8% | +10.7% | +13.8% |
| 1Y | +5.5% | +42.1% | -36.5% | -16.1% |
| 3Y | +111.3% | +170.8% | -59.5% | +15.0% |
| 5Y | +198.6% | +197.5% | +1.0% | +52.5% |
| 10Y | +1,179.9% | +477.8% | +702.1% | +355.4% |
| All | +6,893.4% | +8,808.9% | -1,915.4% | +758.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling