+255.6%
UAL vs BBWI
+203.5%
+52.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +3.7% |
| 7D | +8.2% | -6.2% | +14.3% | +11.7% |
| 30D | +2.3% | +19.9% | -17.6% | -7.0% |
| 3M | -12.7% | +7.1% | -19.8% | -17.7% |
| 6M | +12.7% | +13.7% | -1.0% | +2.0% |
| YTD | +0.8% | +9.6% | -8.8% | -9.0% |
| 1Y | +17.8% | -1.6% | +19.4% | +8.7% |
| 3Y | +206.7% | -25.9% | +232.6% | +202.4% |
| 5Y | +113.9% | -67.8% | +181.7% | +201.5% |
| 10Y | +97.0% | -43.5% | +140.5% | +42.0% |
| All | +255.6% | +203.5% | +52.1% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling