+3,279.6%
WDC vs URI
+8,075.0%
-4,795.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +16.3% | +9.3% | +7.0% | +12.8% |
| 30D | -18.3% | +7.6% | -25.9% | -19.8% |
| 3M | -31.4% | +1.0% | -32.5% | -31.4% |
| 6M | -36.3% | +19.8% | -56.1% | -40.0% |
| YTD | +80.8% | +41.9% | +39.0% | +57.8% |
| 1Y | +87.7% | +33.4% | +54.3% | +67.7% |
| 3Y | +819.4% | +156.0% | +663.4% | +543.6% |
| 5Y | +583.2% | +209.5% | +373.7% | +341.0% |
| 10Y | +689.8% | +1,199.8% | -510.0% | +204.7% |
| All | +3,279.6% | +8,075.0% | -4,795.5% | +259.3% |
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