+49.3%
WM vs URI
+136.1%
-86.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +1.6% |
| 7D | +4.5% | -12.9% | +17.4% | +5.4% |
| 30D | +16.1% | -3.4% | +19.5% | +16.2% |
| 3M | +8.0% | -10.0% | +18.1% | +8.6% |
| 6M | +8.4% | +12.2% | -3.8% | +7.1% |
| YTD | +11.2% | +29.8% | -18.5% | +8.5% |
| 1Y | +22.3% | +24.6% | -2.3% | +19.6% |
| All | +49.3% | +136.1% | -86.8% | +36.8% |
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 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