+251.3%
UAL vs GWW
+2,491.3%
-2,240.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.8% |
| 7D | +0.7% | +1.4% | -0.7% | -0.4% |
| 30D | -16.1% | +3.3% | -19.4% | -18.3% |
| 3M | +6.1% | +2.9% | +3.2% | +3.0% |
| 6M | +10.8% | +15.8% | -4.9% | -1.4% |
| YTD | -0.4% | +32.0% | -32.4% | -20.2% |
| 1Y | +5.0% | +29.9% | -24.9% | -15.0% |
| 3Y | +124.0% | +91.1% | +32.9% | +36.1% |
| 5Y | +141.0% | +223.9% | -83.0% | -5.4% |
| 10Y | +118.0% | +567.0% | -449.0% | -58.2% |
| All | +251.3% | +2,491.3% | -2,240.0% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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