+92.6%
UAL vs BWA
+84.4%
+8.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.2% |
| 7D | +8.2% | -5.5% | +13.6% | +12.2% |
| 30D | +2.3% | -21.7% | +24.1% | +20.4% |
| 3M | -12.7% | -25.6% | +12.9% | +5.7% |
| 6M | +12.7% | -17.4% | +30.1% | +24.4% |
| YTD | +0.8% | +9.2% | -8.4% | -12.1% |
| 1Y | +17.8% | +9.7% | +8.0% | +2.0% |
| 3Y | +206.7% | +54.6% | +152.1% | +100.0% |
| 5Y | +113.9% | +26.8% | +87.1% | +56.7% |
| All | +92.6% | +84.4% | +8.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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