+74.5%
UBER vs BWA
+118.3%
-43.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -4.5% | -0.1% | -4.4% | -4.4% |
| 30D | -7.6% | -5.5% | -2.1% | -5.6% |
| 3M | +5.8% | -7.6% | +13.4% | +8.3% |
| 6M | +0.3% | +25.0% | -24.7% | -12.3% |
| YTD | -11.2% | +47.0% | -58.1% | -30.8% |
| 1Y | -23.0% | +54.0% | -77.0% | -41.8% |
| 3Y | +53.6% | +70.7% | -17.1% | +4.4% |
| 5Y | +81.9% | +86.7% | -4.8% | +12.4% |
| All | +74.5% | +118.3% | -43.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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