+80.8%
BBWI vs URA
-51.6%
+132.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.7% |
| 7D | -6.2% | -4.1% | -2.1% | -5.0% |
| 30D | +19.9% | -19.0% | +38.9% | +27.8% |
| 3M | +7.1% | -25.1% | +32.3% | +16.2% |
| 6M | +13.7% | -44.5% | +58.2% | +35.0% |
| YTD | +9.6% | -24.3% | +33.9% | +14.6% |
| 1Y | -1.6% | -28.1% | +26.5% | +5.0% |
| 3Y | -25.9% | +40.7% | -66.5% | -41.7% |
| 5Y | -67.8% | +35.5% | -103.3% | -75.4% |
| 10Y | -43.5% | +281.2% | -324.6% | -72.8% |
| All | +80.8% | -51.6% | +132.4% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling