+259.5%
UPS vs BWA
+1,478.0%
-1,218.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -1.6% | +1.7% | -3.3% | -2.2% |
| 30D | +17.9% | -14.6% | +32.6% | +23.1% |
| 3M | +9.4% | -26.2% | +35.6% | +18.6% |
| 6M | +16.2% | -18.4% | +34.6% | +21.7% |
| YTD | +18.8% | +14.7% | +4.1% | +11.4% |
| 1Y | +26.1% | +13.3% | +12.8% | +18.5% |
| 3Y | -4.5% | +64.7% | -69.2% | -20.7% |
| 5Y | -33.2% | +32.2% | -65.4% | -42.2% |
| 10Y | +44.3% | +96.8% | -52.5% | +4.7% |
| All | +259.5% | +1,478.0% | -1,218.5% | +19.6% |
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