-47.7%
BBWI vs URA
+266.3%
-314.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | +0.1% | -1.5% | +1.7% | +0.6% |
| 30D | +12.9% | -10.4% | +23.3% | +16.7% |
| 3M | +16.0% | -29.6% | +45.6% | +28.9% |
| 6M | +16.6% | -40.3% | +56.9% | +36.3% |
| YTD | +9.7% | -25.5% | +35.2% | +15.1% |
| 1Y | +1.5% | -26.4% | +27.9% | +7.3% |
| 3Y | -21.4% | +31.4% | -52.8% | -39.0% |
| 5Y | -67.6% | +28.6% | -96.1% | -75.8% |
| All | -47.7% | +266.3% | -314.0% | -79.3% |
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