+65.1%
BBWI vs URA
-31.1%
+96.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +11.1% | -8.4% | +19.5% | +13.0% |
| 6M | -13.4% | -12.7% | -0.7% | -11.2% |
| YTD | +0.1% | +7.8% | -7.7% | -6.0% |
| 1Y | -36.1% | +19.5% | -55.6% | -42.9% |
| 3Y | -44.1% | +116.4% | -160.5% | -61.9% |
| 5Y | -66.2% | +134.3% | -200.5% | -78.7% |
| 10Y | -54.8% | +359.3% | -414.0% | -79.5% |
| All | +65.1% | -31.1% | +96.2% | +18.3% |
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