+64.4%
UL vs BWA
+156.8%
-92.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | +0.5% |
| 7D | -3.4% | -1.3% | -2.1% | -3.2% |
| 30D | +0.5% | -2.9% | +3.4% | +0.8% |
| 3M | +7.2% | -10.7% | +18.0% | +8.5% |
| 6M | -3.1% | +26.5% | -29.5% | -6.5% |
| YTD | -2.7% | +49.1% | -51.8% | -8.6% |
| 1Y | -10.2% | +52.1% | -62.3% | -15.9% |
| 3Y | +20.3% | +72.6% | -52.3% | +9.6% |
| 5Y | +19.9% | +89.4% | -69.5% | +6.1% |
| All | +64.4% | +156.8% | -92.4% | +31.8% |
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