+152.3%
BWA vs URA
+369.2%
-216.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.1% |
| 7D | +0.1% | +5.7% | -5.6% | -1.7% |
| 30D | -5.6% | +5.6% | -11.1% | -7.3% |
| 3M | -10.7% | +6.2% | -16.9% | -12.8% |
| 6M | +23.2% | -8.2% | +31.4% | +25.3% |
| YTD | +46.0% | +9.7% | +36.3% | +38.7% |
| 1Y | +51.2% | +17.0% | +34.2% | +38.0% |
| 3Y | +69.6% | +118.5% | -48.9% | +18.5% |
| 5Y | +86.6% | +134.3% | -47.8% | +18.8% |
| 10Y | +152.3% | +377.5% | -225.2% | +0.1% |
| All | +152.3% | +369.2% | -216.9% | +0.1% |
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