+262.2%
UMC vs BWA
+70.7%
+191.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.8% |
| 7D | +9.0% | -1.3% | +10.3% | +9.4% |
| 30D | +17.2% | -2.9% | +20.2% | +18.3% |
| 3M | +11.4% | -10.7% | +22.1% | +15.5% |
| 6M | +137.5% | +26.5% | +111.0% | +120.0% |
| YTD | +193.1% | +49.1% | +144.0% | +154.7% |
| 1Y | +240.3% | +52.1% | +188.2% | +192.7% |
| 3Y | +262.2% | +72.6% | +189.6% | +179.6% |
| All | +262.2% | +70.7% | +191.5% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling