+2,486.4%
WMT vs URI
+7,134.6%
-4,648.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | +3.9% | -2.0% | +5.9% | +4.1% |
| 30D | -4.4% | -12.9% | +8.5% | -3.0% |
| 3M | -8.8% | -6.7% | -2.1% | -8.3% |
| 6M | -15.6% | +19.0% | -34.6% | -17.6% |
| YTD | -3.2% | +25.5% | -28.8% | -6.3% |
| 1Y | +7.0% | +5.5% | +1.5% | +5.4% |
| 3Y | +105.3% | +111.3% | -6.0% | +85.6% |
| 5Y | +129.3% | +198.6% | -69.3% | +97.0% |
| 10Y | +423.9% | +1,179.9% | -756.0% | +268.0% |
| All | +2,486.4% | +7,134.6% | -4,648.2% | +1,097.5% |
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