+207.2%
UMC vs BWA
+59.1%
+148.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.6% |
| 7D | +5.0% | +5.7% | -0.7% | +2.9% |
| 30D | +7.7% | +1.4% | +6.3% | +6.9% |
| 3M | +1.7% | -12.1% | +13.7% | +5.3% |
| 6M | +113.9% | +28.6% | +85.4% | +101.5% |
| YTD | +168.9% | +51.1% | +117.8% | +151.5% |
| 1Y | +207.2% | +55.9% | +151.3% | +185.7% |
| All | +207.2% | +59.1% | +148.1% | +185.7% |
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