+227.0%
UPS vs BWA
+1,979.1%
-1,752.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -2.0% |
| 7D | -2.9% | +5.7% | -8.5% | -4.4% |
| 30D | -3.5% | +1.4% | -4.9% | -4.1% |
| 3M | -5.7% | -12.1% | +6.4% | -2.6% |
| 6M | -4.4% | +28.6% | -32.9% | -11.9% |
| YTD | +8.0% | +51.1% | -43.1% | -6.0% |
| 1Y | +29.0% | +55.9% | -26.8% | +11.0% |
| 3Y | -27.7% | +70.1% | -97.8% | -40.6% |
| 5Y | -34.3% | +90.7% | -125.0% | -48.7% |
| 10Y | +37.8% | +154.0% | -116.2% | -6.9% |
| All | +227.0% | +1,979.1% | -1,752.1% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling