-45.3%
BBWI vs URA
+289.1%
-334.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.5% |
| 7D | -4.2% | +0.3% | -4.5% | -4.4% |
| 30D | +24.9% | -14.8% | +39.6% | +31.2% |
| 3M | +13.2% | -25.3% | +38.5% | +23.3% |
| 6M | +12.1% | -39.9% | +52.0% | +30.8% |
| YTD | +11.1% | -22.4% | +33.5% | +15.0% |
| 1Y | +0.7% | -29.0% | +29.7% | +8.1% |
| 3Y | -23.8% | +41.0% | -64.7% | -42.4% |
| 5Y | -66.9% | +38.3% | -105.3% | -76.0% |
| 10Y | -45.3% | +276.1% | -321.4% | -77.9% |
| All | -45.3% | +289.1% | -334.4% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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