+32.8%
USB vs BWA
+9.6%
+23.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.7% | +3.6% | -1.7% |
| 7D | -1.5% | -10.8% | +9.4% | -0.6% |
| 30D | +4.3% | -25.0% | +29.3% | +6.6% |
| 3M | -6.1% | -28.6% | +22.6% | -3.8% |
| 6M | +9.4% | -16.6% | +26.0% | +10.2% |
| YTD | +15.2% | +6.3% | +8.8% | +6.8% |
| 1Y | +32.8% | +7.2% | +25.6% | +22.5% |
| All | +32.8% | +9.6% | +23.2% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling