+109.7%
UL vs BWA
+94.2%
+15.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.1% | +4.3% | -3.1% | +0.6% |
| 30D | +4.5% | -13.0% | +17.5% | +6.0% |
| 3M | +6.5% | -24.8% | +31.3% | +9.6% |
| 6M | +18.2% | -23.5% | +41.7% | +20.9% |
| YTD | +4.7% | +13.8% | -9.2% | +1.2% |
| 1Y | +0.8% | +13.4% | -12.7% | -2.6% |
| 3Y | +35.9% | +62.8% | -26.9% | +23.9% |
| 5Y | +33.4% | +28.5% | +4.9% | +23.4% |
| All | +109.7% | +94.2% | +15.5% | +77.1% |
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