+59.8%
UBER vs BBWI
-67.6%
+127.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +0.6% | +12.9% | -12.3% | -2.7% |
| 3M | -8.2% | +16.0% | -24.2% | -12.6% |
| 6M | -6.7% | +16.6% | -23.3% | -12.5% |
| YTD | -14.7% | +9.7% | -24.5% | -20.0% |
| 1Y | -24.1% | +1.5% | -25.6% | -28.0% |
| 3Y | +33.4% | -21.4% | +54.8% | +23.6% |
| All | +59.8% | -67.6% | +127.4% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling