+143.7%
UMC vs BWA
+85.3%
+58.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | +13.6% | +0.1% | +13.5% | +13.5% |
| 30D | +20.8% | -5.6% | +26.3% | +23.5% |
| 3M | +16.1% | -10.7% | +26.8% | +21.7% |
| 6M | +137.3% | +23.2% | +114.1% | +116.5% |
| YTD | +193.8% | +46.0% | +147.8% | +144.5% |
| 1Y | +236.1% | +51.2% | +184.9% | +173.8% |
| 3Y | +267.1% | +69.6% | +197.5% | +173.9% |
| All | +143.7% | +85.3% | +58.4% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling