-4.5%
UPS vs BWA
+65.2%
-69.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | +17.9% | -14.6% | +32.6% | +22.8% |
| 3M | +9.4% | -26.2% | +35.6% | +18.2% |
| 6M | +16.2% | -18.4% | +34.6% | +21.2% |
| YTD | +18.8% | +14.7% | +4.1% | +8.8% |
| 1Y | +26.1% | +13.3% | +12.8% | +15.8% |
| All | -4.5% | +65.2% | -69.7% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling