+1,135.8%
URI vs WY
+5.0%
+1,130.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -2.4% |
| 7D | +6.7% | -0.8% | +7.5% | +7.3% |
| 30D | +8.9% | +10.1% | -1.2% | +1.1% |
| 3M | +0.5% | -15.4% | +15.9% | +11.3% |
| 6M | +20.7% | -8.3% | +29.0% | +25.1% |
| YTD | +40.0% | -9.8% | +49.9% | +46.0% |
| 1Y | +34.4% | -3.9% | +38.3% | +33.6% |
| 3Y | +149.5% | -23.3% | +172.8% | +184.9% |
| 5Y | +205.6% | -31.2% | +236.8% | +278.9% |
| All | +1,135.8% | +5.0% | +1,130.8% | +1,085.9% |
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