+6,893.4%
URI vs BBWI
+596.6%
+6,296.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.4% |
| 7D | -2.0% | +1.5% | -3.5% | -2.6% |
| 30D | -12.9% | -5.2% | -7.8% | -11.6% |
| 3M | -6.7% | +11.1% | -17.8% | -12.3% |
| 6M | +19.0% | -13.4% | +32.4% | +21.4% |
| YTD | +25.5% | +0.1% | +25.4% | +20.0% |
| 1Y | +5.5% | -36.1% | +41.7% | +17.8% |
| 3Y | +111.3% | -44.1% | +155.4% | +131.1% |
| 5Y | +198.6% | -66.2% | +264.8% | +278.2% |
| 10Y | +1,179.9% | -54.8% | +1,234.7% | +999.6% |
| All | +6,893.4% | +596.6% | +6,296.8% | +1,261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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