+200.3%
EWT vs UAL
+127.4%
+72.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | 0.0% |
| 7D | +1.6% | +3.4% | -1.8% | +0.9% |
| 30D | +8.2% | -16.5% | +24.7% | +12.4% |
| 3M | +11.1% | +2.8% | +8.3% | +10.1% |
| 6M | +60.4% | +17.6% | +42.9% | +53.8% |
| YTD | +75.6% | -3.2% | +78.8% | +74.1% |
| 1Y | +91.3% | +0.4% | +90.9% | +87.6% |
| 3Y | +200.3% | +128.2% | +72.1% | +137.8% |
| All | +200.3% | +127.4% | +72.9% | +137.8% |
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