+21.4%
UL vs BBWI
-66.8%
+88.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +0.9% | -6.2% | +7.1% | +1.2% |
| 3M | +14.2% | +4.3% | +9.9% | +13.8% |
| 6M | -3.2% | -7.2% | +4.0% | -3.2% |
| YTD | -0.3% | -3.0% | +2.7% | -0.7% |
| 1Y | -8.8% | -30.8% | +22.0% | -7.5% |
| 3Y | +23.9% | -43.4% | +67.3% | +24.8% |
| 5Y | +21.4% | -66.7% | +88.1% | +27.4% |
| All | +21.4% | -66.8% | +88.1% | +27.4% |
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