+138.3%
EWT vs UAL
+190.9%
-52.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.0% | +1.9% | +3.4% |
| 7D | -11.7% | +8.2% | -19.9% | -13.3% |
| 30D | -23.2% | +2.3% | -25.6% | -23.7% |
| 3M | -12.5% | -12.7% | +0.2% | -10.0% |
| 6M | -5.9% | +12.7% | -18.6% | -8.9% |
| YTD | +40.5% | +0.8% | +39.6% | +37.8% |
| 1Y | +43.7% | +17.8% | +26.0% | +36.6% |
| All | +138.3% | +190.9% | -52.5% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling