-41.6%
WDC vs URI
-9.4%
-32.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.3% |
| 7D | -28.0% | -9.8% | -18.2% | -22.2% |
| 30D | -34.9% | +1.7% | -36.7% | -31.8% |
| 3M | -41.6% | -9.1% | -32.5% | -35.8% |
| All | -41.6% | -9.4% | -32.2% | -35.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling