+1,949.4%
UL vs BWA
+3,492.4%
-1,543.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.5% |
| 7D | -1.3% | +5.7% | -7.0% | -2.3% |
| 30D | +0.5% | +1.4% | -0.9% | +0.1% |
| 3M | +17.6% | -12.1% | +29.7% | +19.7% |
| 6M | -5.4% | +28.6% | -33.9% | -10.3% |
| YTD | +0.7% | +51.1% | -50.4% | -7.8% |
| 1Y | -9.3% | +55.9% | -65.1% | -17.5% |
| 3Y | +24.5% | +70.1% | -45.6% | +9.4% |
| 5Y | +23.2% | +90.7% | -67.5% | +4.1% |
| 10Y | +64.5% | +154.0% | -89.5% | +24.1% |
| All | +1,949.4% | +3,492.4% | -1,543.0% | +864.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling