+528.7%
WDC vs URI
+166.6%
+362.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -2.0% |
| 7D | -28.0% | -9.8% | -18.2% | -23.5% |
| 30D | -34.9% | +1.7% | -36.7% | -35.0% |
| 3M | -41.6% | -9.1% | -32.5% | -38.4% |
| 6M | -45.4% | +9.9% | -55.2% | -47.7% |
| YTD | +53.3% | +31.2% | +22.1% | +29.9% |
| 1Y | +61.5% | +25.9% | +35.6% | +40.3% |
| 3Y | +712.3% | +147.4% | +565.0% | +363.0% |
| All | +528.7% | +166.6% | +362.1% | +200.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling