+132.4%
BBWI vs UUUU
-91.9%
+224.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.2% | -3.2% |
| 7D | +1.6% | +2.8% | -1.3% | +1.3% |
| 30D | -6.2% | +3.4% | -9.6% | -6.7% |
| 3M | +4.3% | -3.9% | +8.2% | +4.1% |
| 6M | -7.2% | -23.2% | +16.0% | -6.2% |
| YTD | -3.0% | +0.6% | -3.6% | -5.0% |
| 1Y | -30.8% | +22.9% | -53.6% | -33.7% |
| 3Y | -43.4% | +98.6% | -142.0% | -49.2% |
| 5Y | -66.7% | +130.2% | -197.0% | -71.0% |
| 10Y | -55.7% | +519.5% | -575.2% | -66.1% |
| All | +132.4% | -91.9% | +224.3% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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