+1,271.8%
URI vs WY
+5.8%
+1,266.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.6% |
| 7D | +5.0% | -1.7% | +6.7% | +6.2% |
| 30D | -9.4% | -9.9% | +0.5% | -2.9% |
| 3M | -5.8% | -7.5% | +1.7% | -1.6% |
| 6M | +25.8% | -5.1% | +31.0% | +28.9% |
| YTD | +27.9% | -2.1% | +30.0% | +27.5% |
| 1Y | +9.7% | -7.3% | +17.1% | +13.0% |
| 3Y | +128.0% | -22.6% | +150.6% | +162.6% |
| 5Y | +212.4% | -19.8% | +232.2% | +251.3% |
| 10Y | +1,271.8% | +9.6% | +1,262.3% | +1,080.5% |
| All | +1,271.8% | +5.8% | +1,266.1% | +1,080.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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