+1,798.0%
UMC vs BWA
+153.1%
+1,644.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +11.4% | -0.1% | +11.4% | +11.3% |
| 30D | +16.8% | -5.5% | +22.3% | +18.9% |
| 3M | +19.1% | -7.6% | +26.7% | +22.4% |
| 6M | +137.4% | +25.0% | +112.5% | +118.8% |
| YTD | +186.4% | +47.0% | +139.4% | +145.8% |
| 1Y | +229.1% | +54.0% | +175.1% | +176.5% |
| 3Y | +257.9% | +70.7% | +187.2% | +181.7% |
| 5Y | +137.5% | +86.7% | +50.9% | +77.2% |
| All | +1,798.0% | +153.1% | +1,644.9% | +1,197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling