+255.6%
UAL vs BWA
+403.9%
-148.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.3% |
| 7D | +8.2% | -5.5% | +13.6% | +12.1% |
| 30D | +2.3% | -21.7% | +24.1% | +19.8% |
| 3M | -12.7% | -25.6% | +12.9% | +5.1% |
| 6M | +12.7% | -17.4% | +30.1% | +24.4% |
| YTD | +0.8% | +9.2% | -8.4% | -10.7% |
| 1Y | +17.8% | +9.7% | +8.0% | +3.7% |
| 3Y | +206.7% | +54.6% | +152.1% | +109.6% |
| 5Y | +113.9% | +26.8% | +87.1% | +64.4% |
| 10Y | +97.0% | +89.0% | +8.0% | +10.5% |
| All | +255.6% | +403.9% | -148.3% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling