+72.2%
BWA vs URA
+121.0%
-48.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.6% |
| 7D | +4.3% | +8.1% | -3.8% | +2.3% |
| 30D | -2.9% | +5.8% | -8.7% | -4.3% |
| 3M | -12.4% | +3.4% | -15.9% | -13.5% |
| 6M | +28.6% | -2.6% | +31.2% | +28.4% |
| YTD | +48.2% | +11.2% | +37.1% | +43.0% |
| 1Y | +50.9% | +19.8% | +31.1% | +41.0% |
| 3Y | +72.2% | +121.5% | -49.3% | +30.8% |
| All | +72.2% | +121.0% | -48.8% | +30.8% |
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 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