+74.5%
UBER vs BBWI
+8.4%
+66.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.5% |
| 7D | -4.5% | -8.0% | +3.5% | -2.3% |
| 30D | -7.6% | -6.6% | -1.0% | -6.3% |
| 3M | +5.8% | -2.7% | +8.5% | +5.3% |
| 6M | +0.3% | -12.8% | +13.1% | +1.5% |
| YTD | -11.2% | -10.5% | -0.7% | -11.5% |
| 1Y | -23.0% | -35.3% | +12.4% | -17.0% |
| 3Y | +53.6% | -47.7% | +101.3% | +65.4% |
| 5Y | +81.9% | -68.9% | +150.8% | +121.2% |
| All | +74.5% | +8.4% | +66.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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