+1,135.8%
URI vs BWA
+94.2%
+1,041.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +6.7% | +4.3% | +2.5% | +3.9% |
| 30D | +8.9% | -13.0% | +21.9% | +19.3% |
| 3M | +0.5% | -24.8% | +25.3% | +20.4% |
| 6M | +20.7% | -23.5% | +44.2% | +41.1% |
| YTD | +40.0% | +13.8% | +26.2% | +18.2% |
| 1Y | +34.4% | +13.4% | +21.0% | +13.5% |
| 3Y | +149.5% | +62.8% | +86.7% | +55.4% |
| 5Y | +205.6% | +28.5% | +177.1% | +118.6% |
| All | +1,135.8% | +94.2% | +1,041.6% | +526.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling