+2,732.3%
UL vs BBWI
+1,125.9%
+1,606.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -2.5% | -4.5% | +2.0% | -1.9% |
| 30D | +5.7% | +17.1% | -11.4% | +3.5% |
| 3M | +7.0% | +17.5% | -10.5% | +4.4% |
| 6M | +16.1% | +12.8% | +3.2% | +13.3% |
| YTD | +3.6% | +8.2% | -4.6% | +1.0% |
| 1Y | -1.4% | -1.8% | +0.4% | -3.4% |
| 3Y | +34.1% | -25.8% | +59.8% | +31.6% |
| 5Y | +32.0% | -68.0% | +100.0% | +41.2% |
| 10Y | +104.7% | -47.6% | +152.3% | +82.2% |
| All | +2,732.3% | +1,125.9% | +1,606.4% | +1,112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling