+36.0%
UPS vs BWA
+153.1%
-117.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -2.7% | -5.5% | +2.7% | -1.3% |
| 3M | -1.6% | -7.6% | +6.0% | +0.3% |
| 6M | +2.3% | +25.0% | -22.6% | -5.2% |
| YTD | +5.6% | +47.0% | -41.4% | -8.1% |
| 1Y | +27.1% | +54.0% | -26.9% | +8.6% |
| 3Y | -26.3% | +70.7% | -97.0% | -40.4% |
| 5Y | -34.5% | +86.7% | -121.2% | -49.6% |
| All | +36.0% | +153.1% | -117.1% | -6.1% |
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 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