-67.7%
BBWI vs URA
+33.4%
-101.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.4% |
| 7D | -6.2% | -4.1% | -2.1% | -5.2% |
| 30D | +19.9% | -19.0% | +38.9% | +26.4% |
| 3M | +7.1% | -25.1% | +32.3% | +14.5% |
| 6M | +13.7% | -44.5% | +58.2% | +31.6% |
| YTD | +9.6% | -24.3% | +33.9% | +13.3% |
| 1Y | -1.6% | -28.1% | +26.5% | +3.4% |
| 3Y | -25.9% | +40.7% | -66.5% | -42.8% |
| All | -67.7% | +33.4% | -101.1% | -75.6% |
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