+62.1%
BWA vs URA
+41.9%
+20.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | -17.7% | -14.8% | -2.9% | -14.3% |
| 3M | -27.0% | -25.3% | -1.7% | -21.7% |
| 6M | -17.3% | -39.9% | +22.6% | -7.3% |
| YTD | +12.9% | -22.4% | +35.3% | +18.9% |
| 1Y | +12.9% | -29.0% | +41.9% | +20.7% |
| 3Y | +62.1% | +41.0% | +21.1% | +38.4% |
| All | +62.1% | +41.9% | +20.2% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling