+356.1%
SHW vs UAL
+94.5%
+261.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.8% |
| 7D | +3.5% | +8.2% | -4.7% | +2.2% |
| 30D | +9.2% | +2.3% | +6.9% | +8.8% |
| 3M | -5.1% | -12.7% | +7.6% | -3.1% |
| 6M | +6.8% | +12.7% | -5.8% | +4.5% |
| YTD | +7.0% | +0.8% | +6.1% | +5.9% |
| 1Y | +4.1% | +17.8% | -13.7% | +0.5% |
| 3Y | +41.1% | +206.7% | -165.6% | +13.4% |
| 5Y | +12.9% | +113.9% | -101.0% | -6.8% |
| All | +356.1% | +94.5% | +261.6% | +265.2% |
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