+6,893.4%
URI vs BWA
+1,597.1%
+5,296.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | -0.1% |
| 7D | -2.0% | +5.7% | -7.6% | -5.3% |
| 30D | -12.9% | +1.4% | -14.4% | -14.0% |
| 3M | -6.7% | -12.1% | +5.4% | 0.0% |
| 6M | +19.0% | +28.6% | -9.6% | -0.5% |
| YTD | +25.5% | +51.1% | -25.6% | -8.2% |
| 1Y | +5.5% | +55.9% | -50.3% | -24.8% |
| 3Y | +111.3% | +70.1% | +41.2% | +37.6% |
| 5Y | +198.6% | +90.7% | +107.9% | +77.8% |
| 10Y | +1,179.9% | +154.0% | +1,025.9% | +523.9% |
| All | +6,893.4% | +1,597.1% | +5,296.4% | +800.8% |
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