+10.1%
UNH vs BWA
+55.6%
-45.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.5% |
| 7D | -4.5% | -1.3% | -3.2% | -4.5% |
| 30D | -6.5% | -2.9% | -3.6% | -6.4% |
| 3M | -6.0% | -10.7% | +4.7% | -5.5% |
| 6M | +33.7% | +26.5% | +7.2% | +31.3% |
| YTD | +16.4% | +49.1% | -32.7% | +10.1% |
| 1Y | +10.1% | +52.1% | -42.0% | +3.2% |
| All | +10.1% | +55.6% | -45.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling