+2,021.8%
UL vs BWA
+2,583.4%
-561.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +2.6% | -2.4% | +5.0% | +2.9% |
| 30D | +6.8% | -17.7% | +24.5% | +10.2% |
| 3M | +5.7% | -27.0% | +32.7% | +11.1% |
| 6M | +15.9% | -17.3% | +33.2% | +18.4% |
| YTD | +4.3% | +12.9% | -8.6% | 0.0% |
| 1Y | -0.4% | +12.9% | -13.3% | -4.5% |
| 3Y | +35.0% | +62.1% | -27.1% | +19.1% |
| 5Y | +31.6% | +30.7% | +0.9% | +18.6% |
| 10Y | +104.6% | +89.2% | +15.5% | +62.2% |
| All | +2,021.8% | +2,583.4% | -561.6% | +946.5% |
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