-1.4%
UL vs BWA
+12.4%
-13.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.5% | +7.3% | -9.8% | -2.5% |
| 30D | +5.7% | -15.8% | +21.5% | +6.0% |
| 3M | +7.0% | -25.7% | +32.7% | +7.6% |
| 6M | +16.1% | -19.6% | +35.7% | +15.0% |
| YTD | +3.6% | +14.1% | -10.5% | -5.1% |
| 1Y | -1.4% | +12.2% | -13.5% | -9.2% |
| All | -1.4% | +12.4% | -13.8% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling