-33.5%
UPS vs BWA
+89.5%
-123.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -3.7% | -5.6% | +1.8% | -2.2% |
| 3M | -6.6% | -10.7% | +4.1% | -3.6% |
| 6M | +2.6% | +23.2% | -20.6% | -5.0% |
| YTD | +4.8% | +46.0% | -41.2% | -9.6% |
| 1Y | +25.3% | +51.2% | -25.9% | +6.4% |
| 3Y | -26.9% | +69.6% | -96.4% | -42.1% |
| 5Y | -33.5% | +86.6% | -120.1% | -50.4% |
| All | -33.5% | +89.5% | -123.0% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling