+76.2%
UBER vs BWA
+89.5%
-13.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -8.9% | -5.6% | -3.4% | -7.4% |
| 3M | +1.0% | -10.7% | +11.7% | +4.1% |
| 6M | -3.7% | +23.2% | -26.9% | -12.6% |
| YTD | -13.0% | +46.0% | -59.0% | -28.4% |
| 1Y | -25.5% | +51.2% | -76.7% | -40.0% |
| 3Y | +50.5% | +69.6% | -19.1% | +10.9% |
| 5Y | +76.2% | +86.6% | -10.4% | +15.4% |
| All | +76.2% | +89.5% | -13.3% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling