+1,064.4%
WM vs URI
+7,377.6%
-6,313.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.1% | +8.3% | +2.2% |
| 7D | +4.5% | -12.9% | +17.4% | +6.5% |
| 30D | +16.1% | -3.4% | +19.5% | +16.5% |
| 3M | +8.0% | -10.0% | +18.1% | +9.4% |
| 6M | +8.4% | +12.2% | -3.8% | +6.0% |
| YTD | +11.2% | +29.8% | -18.5% | +5.7% |
| 1Y | +22.3% | +24.6% | -2.3% | +16.8% |
| 3Y | +50.2% | +137.6% | -87.3% | +27.7% |
| 5Y | +63.3% | +176.6% | -113.3% | +32.8% |
| 10Y | +355.0% | +1,402.6% | -1,047.5% | +170.8% |
| All | +1,064.4% | +7,377.6% | -6,313.2% | +277.4% |
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