+33.4%
UBER vs BWA
+64.0%
-30.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.6% | +4.3% | -2.7% | +1.1% |
| 30D | +0.6% | -13.0% | +13.6% | +2.3% |
| 3M | -8.2% | -24.8% | +16.7% | -4.9% |
| 6M | -6.7% | -23.5% | +16.8% | -4.1% |
| YTD | -14.7% | +13.8% | -28.6% | -21.1% |
| 1Y | -24.1% | +13.4% | -37.5% | -29.8% |
| 3Y | +33.4% | +62.8% | -29.4% | +5.7% |
| All | +33.4% | +64.0% | -30.6% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling