+336.4%
WM vs URI
+1,374.0%
-1,037.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +1.2% | -9.8% | +11.0% | +2.6% |
| 30D | +13.1% | +1.7% | +11.3% | +12.6% |
| 3M | +3.6% | -9.1% | +12.7% | +4.8% |
| 6M | +8.1% | +9.9% | -1.8% | +6.0% |
| YTD | +8.9% | +31.2% | -22.3% | +3.3% |
| 1Y | +20.3% | +25.9% | -5.6% | +14.8% |
| 3Y | +46.2% | +147.4% | -101.2% | +22.2% |
| 5Y | +59.9% | +179.7% | -119.9% | +27.5% |
| All | +336.4% | +1,374.0% | -1,037.6% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling