+115.0%
UMC vs BWA
+17.4%
+97.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.1% |
| 7D | -14.7% | -9.9% | -4.8% | -11.0% |
| 30D | -32.9% | -16.4% | -16.5% | -28.1% |
| 3M | -22.2% | -19.8% | -2.3% | -15.9% |
| 6M | +25.9% | -10.0% | +35.9% | +33.6% |
| YTD | +107.9% | +12.7% | +95.2% | +118.8% |
| 1Y | +115.0% | +15.7% | +99.4% | +126.6% |
| All | +115.0% | +17.4% | +97.7% | +126.6% |
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