+96.3%
BWA vs URA
+266.3%
-170.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.3% |
| 7D | +4.3% | -1.5% | +5.8% | +4.8% |
| 30D | -13.0% | -10.4% | -2.6% | -9.9% |
| 3M | -24.8% | -29.6% | +4.8% | -16.1% |
| 6M | -23.5% | -40.3% | +16.8% | -10.5% |
| YTD | +13.8% | -25.5% | +39.3% | +22.2% |
| 1Y | +13.4% | -26.4% | +39.9% | +21.8% |
| 3Y | +62.8% | +31.4% | +31.3% | +35.0% |
| 5Y | +28.5% | +28.6% | -0.1% | +2.6% |
| All | +96.3% | +266.3% | -170.0% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling