-46.0%
BBWI vs URA
+277.9%
-323.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | -7.7% | +2.9% | -10.6% | -8.7% |
| 30D | +24.8% | -10.8% | +35.6% | +29.0% |
| 3M | +16.2% | -25.5% | +41.8% | +26.7% |
| 6M | +15.8% | -41.2% | +57.0% | +36.2% |
| YTD | +11.4% | -21.3% | +32.7% | +14.8% |
| 1Y | +3.2% | -25.7% | +28.9% | +8.9% |
| 3Y | -23.5% | +43.1% | -66.6% | -42.6% |
| 5Y | -67.4% | +35.6% | -103.0% | -76.1% |
| 10Y | -46.0% | +281.3% | -327.3% | -78.7% |
| All | -46.0% | +277.9% | -323.9% | -78.7% |
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