+92.6%
UAL vs BBWI
-43.7%
+136.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.3% |
| 7D | +8.2% | -6.2% | +14.3% | +10.8% |
| 30D | +2.3% | +19.9% | -17.6% | -4.7% |
| 3M | -12.7% | +7.1% | -19.8% | -16.3% |
| 6M | +12.7% | +13.7% | -1.0% | +5.1% |
| YTD | +0.8% | +9.6% | -8.8% | -5.9% |
| 1Y | +17.8% | -1.6% | +19.4% | +12.0% |
| 3Y | +206.7% | -25.9% | +232.6% | +210.7% |
| 5Y | +113.9% | -67.8% | +181.7% | +181.9% |
| All | +92.6% | -43.7% | +136.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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