+251.3%
UAL vs BBWI
+177.2%
+74.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.1% |
| 7D | +0.7% | +1.5% | -0.8% | -0.1% |
| 30D | -16.1% | -5.2% | -10.9% | -14.8% |
| 3M | +6.1% | +11.1% | -5.0% | -1.3% |
| 6M | +10.8% | -13.4% | +24.2% | +15.1% |
| YTD | -0.4% | +0.1% | -0.5% | -4.7% |
| 1Y | +5.0% | -36.1% | +41.2% | +21.6% |
| 3Y | +124.0% | -44.1% | +168.1% | +158.6% |
| 5Y | +141.0% | -66.2% | +207.2% | +232.4% |
| 10Y | +118.0% | -54.8% | +172.8% | +83.3% |
| All | +251.3% | +177.2% | +74.1% | -57.3% |
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