+260.9%
UMC vs BWA
+2,378.5%
-2,117.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.0% |
| 7D | +6.6% | +4.3% | +2.3% | +4.3% |
| 30D | +16.6% | -2.9% | +19.5% | +17.9% |
| 3M | +11.0% | -12.4% | +23.4% | +18.4% |
| 6M | +131.3% | +28.6% | +102.7% | +102.8% |
| YTD | +182.5% | +48.2% | +134.3% | +125.9% |
| 1Y | +222.3% | +50.9% | +171.3% | +153.6% |
| 3Y | +253.0% | +72.2% | +180.9% | +149.3% |
| 5Y | +141.8% | +91.1% | +50.8% | +57.5% |
| 10Y | +1,772.2% | +144.0% | +1,628.2% | +810.7% |
| All | +260.9% | +2,378.5% | -2,117.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling