+251.3%
UAL vs BWA
+597.3%
-346.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.7% |
| 7D | +0.7% | +5.7% | -5.0% | -2.9% |
| 30D | -16.1% | +1.4% | -17.5% | -17.1% |
| 3M | +6.1% | -12.1% | +18.2% | +14.1% |
| 6M | +10.8% | +28.6% | -17.7% | -7.8% |
| YTD | -0.4% | +51.1% | -51.5% | -28.3% |
| 1Y | +5.0% | +55.9% | -50.8% | -26.5% |
| 3Y | +124.0% | +70.1% | +53.9% | +43.7% |
| 5Y | +141.0% | +90.7% | +50.3% | +41.6% |
| 10Y | +118.0% | +154.0% | -36.0% | +0.9% |
| All | +251.3% | +597.3% | -346.0% | -21.7% |
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