+264.4%
WBD vs URI
+280.5%
-16.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.2% | +3.9% | -3.7% | -0.7% |
| 30D | -4.9% | -6.1% | +1.2% | -3.6% |
| 3M | -1.3% | -4.5% | +3.2% | -0.5% |
| 6M | -8.6% | +23.4% | -32.0% | -13.3% |
| YTD | -3.1% | +4.6% | -7.7% | -5.4% |
| 1Y | -10.9% | -5.0% | -5.9% | -11.2% |
| 3Y | -40.7% | +19.5% | -60.2% | -44.9% |
| 5Y | +12.3% | +198.7% | -186.4% | -17.6% |
| 10Y | +269.7% | +230.0% | +39.7% | +101.3% |
| All | +264.4% | +280.5% | -16.1% | +96.3% |
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