+216.1%
UNH vs BWA
+94.2%
+121.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.4% | +4.3% | -0.9% | +2.5% |
| 30D | +3.0% | -13.0% | +16.0% | +5.7% |
| 3M | +2.7% | -24.8% | +27.6% | +8.3% |
| 6M | +2.8% | -23.5% | +26.3% | +7.4% |
| YTD | +25.9% | +13.8% | +12.0% | +19.4% |
| 1Y | +25.8% | +13.4% | +12.4% | +19.3% |
| 3Y | -20.0% | +62.8% | -82.8% | -31.8% |
| 5Y | -2.8% | +28.5% | -31.3% | -14.9% |
| All | +216.1% | +94.2% | +121.8% | +135.4% |
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