+298.2%
WBD vs URI
+5,160.9%
-4,862.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -1.8% | -2.0% | +0.2% | -1.3% |
| 30D | +8.8% | -12.9% | +21.7% | +12.9% |
| 3M | +4.6% | -6.7% | +11.4% | +6.1% |
| 6M | +1.1% | +19.0% | -17.9% | -5.7% |
| YTD | -2.0% | +25.5% | -27.5% | -10.7% |
| 1Y | +140.0% | +5.5% | +134.5% | +129.2% |
| 3Y | +144.4% | +111.3% | +33.1% | +89.1% |
| 5Y | -0.2% | +198.6% | -198.8% | -30.4% |
| 10Y | +9.1% | +1,179.9% | -1,170.8% | -50.9% |
| All | +298.2% | +5,160.9% | -4,862.7% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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