+20.6%
UL vs BWA
+89.5%
-68.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -0.6% | -5.6% | +5.0% | -0.1% |
| 3M | +9.4% | -10.7% | +20.1% | +10.5% |
| 6M | -4.1% | +23.2% | -27.3% | -7.2% |
| YTD | -2.0% | +46.0% | -48.0% | -7.5% |
| 1Y | -9.0% | +51.2% | -60.1% | -14.5% |
| 3Y | +21.8% | +69.6% | -47.7% | +12.5% |
| 5Y | +20.6% | +86.6% | -66.0% | +5.2% |
| All | +20.6% | +89.5% | -68.9% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling