+12.7%
UAL vs BBWI
+16.7%
-4.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.1% |
| 7D | +8.2% | -6.2% | +14.3% | +10.5% |
| 30D | +2.3% | +19.9% | -17.6% | -2.6% |
| 3M | -12.7% | +7.1% | -19.8% | -13.3% |
| 6M | +12.7% | +13.7% | -1.0% | +7.2% |
| All | +12.7% | +16.7% | -4.0% | +7.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling