+452.3%
EWT vs UAL
+80.6%
+371.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +9.1% | -3.0% | +12.2% | +9.7% |
| 30D | -12.2% | +10.5% | -22.7% | -13.8% |
| 3M | -9.4% | -13.5% | +4.1% | -7.2% |
| 6M | +2.7% | +14.2% | -11.6% | -0.1% |
| YTD | +53.3% | -2.2% | +55.5% | +52.2% |
| 1Y | +59.2% | +12.5% | +46.7% | +54.2% |
| 3Y | +157.1% | +186.8% | -29.7% | +106.5% |
| 5Y | +119.6% | +119.4% | +0.2% | +78.9% |
| All | +452.3% | +80.6% | +371.7% | +335.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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