-57.4%
BBWI vs URA
+369.2%
-426.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.3% | -4.9% | -5.8% |
| 7D | -4.4% | +5.7% | -10.2% | -6.3% |
| 30D | -7.4% | +5.6% | -13.0% | -9.7% |
| 3M | -2.2% | +6.2% | -8.4% | -5.4% |
| 6M | -16.3% | -8.2% | -8.1% | -15.7% |
| YTD | -9.1% | +9.7% | -18.8% | -15.8% |
| 1Y | -34.5% | +17.0% | -51.5% | -41.7% |
| 3Y | -47.0% | +118.5% | -165.4% | -65.8% |
| 5Y | -68.8% | +134.3% | -203.2% | -81.8% |
| 10Y | -57.4% | +377.5% | -434.8% | -85.7% |
| All | -57.4% | +369.2% | -426.6% | -85.7% |
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