+129.8%
UAL vs BBWI
-43.7%
+173.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.4% |
| 7D | +0.7% | +1.5% | -0.8% | +0.1% |
| 30D | -16.1% | -5.2% | -10.9% | -14.9% |
| 3M | +6.1% | +11.1% | -5.0% | +0.6% |
| 6M | +10.8% | -13.4% | +24.2% | +14.7% |
| YTD | -0.4% | +0.1% | -0.5% | -2.9% |
| 1Y | +5.0% | -36.1% | +41.2% | +21.4% |
| All | +129.8% | -43.7% | +173.5% | +151.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling