+282.1%
WBD vs URI
+4,762.8%
-4,480.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | +0.5% | -1.3% | +1.8% | +0.9% |
| 30D | -1.6% | +23.2% | -24.8% | -8.3% |
| 3M | -0.9% | +4.4% | -5.3% | -3.4% |
| 6M | +19.6% | +10.9% | +8.6% | +13.6% |
| YTD | -5.9% | +16.0% | -22.0% | -11.7% |
| 1Y | +200.9% | +41.1% | +159.8% | +165.3% |
| 3Y | +101.4% | +183.5% | -82.1% | +44.7% |
| 5Y | -27.8% | +179.2% | -207.0% | -48.4% |
| 10Y | -4.1% | +1,476.7% | -1,480.8% | -58.5% |
| All | +282.1% | +4,762.8% | -4,480.7% | -6.1% |
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