+47.5%
WM vs URI
+154.2%
-106.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +1.9% |
| 7D | +5.9% | -4.3% | +10.3% | +6.2% |
| 30D | +15.4% | +4.6% | +10.8% | +15.0% |
| 3M | +6.3% | -2.1% | +8.5% | +6.4% |
| 6M | +5.6% | +21.9% | -16.3% | +3.7% |
| YTD | +9.9% | +39.7% | -29.8% | +6.8% |
| 1Y | +20.8% | +32.9% | -12.0% | +17.7% |
| All | +47.5% | +154.2% | -106.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling