+462.7%
EWT vs UAL
+97.8%
+364.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.1% |
| 7D | +3.2% | +2.3% | +0.9% | +2.9% |
| 30D | -12.3% | +13.3% | -25.7% | -14.3% |
| 3M | -3.6% | -6.3% | +2.7% | -2.7% |
| 6M | +3.1% | +22.5% | -19.4% | -0.9% |
| YTD | +57.7% | +5.9% | +51.8% | +54.4% |
| 1Y | +60.3% | +24.7% | +35.6% | +52.4% |
| 3Y | +163.4% | +211.6% | -48.2% | +108.6% |
| 5Y | +127.4% | +130.6% | -3.1% | +83.5% |
| 10Y | +462.7% | +96.5% | +366.2% | +339.0% |
| All | +462.7% | +97.8% | +364.9% | +339.0% |
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