-65.9%
BBWI vs URA
+128.0%
-193.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.1% | +2.6% |
| 7D | +1.5% | +1.1% | +0.4% | +1.2% |
| 30D | -5.2% | +7.4% | -12.6% | -7.5% |
| 3M | +11.1% | -8.4% | +19.5% | +12.8% |
| 6M | -13.4% | -12.7% | -0.7% | -11.4% |
| YTD | +0.1% | +7.8% | -7.7% | -5.2% |
| 1Y | -36.1% | +19.5% | -55.6% | -42.1% |
| 3Y | -44.1% | +116.4% | -160.5% | -61.0% |
| All | -65.9% | +128.0% | -193.9% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling