+520.8%
EWT vs UAL
+98.4%
+422.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | -1.1% | +3.3% | +2.3% |
| 30D | +9.4% | -13.4% | +22.8% | +12.1% |
| 3M | +10.9% | -2.3% | +13.2% | +11.1% |
| 6M | +57.9% | +13.3% | +44.6% | +53.6% |
| YTD | +75.9% | -4.2% | +80.1% | +75.5% |
| 1Y | +89.7% | +1.4% | +88.3% | +86.8% |
| 3Y | +200.9% | +125.8% | +75.1% | +151.0% |
| 5Y | +154.5% | +130.0% | +24.5% | +105.7% |
| 10Y | +520.8% | +104.2% | +416.6% | +370.0% |
| All | +520.8% | +98.4% | +422.4% | +370.0% |
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