+100.0%
UAL vs ITW
+191.6%
-91.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -1.0% |
| 7D | -2.0% | -2.4% | +0.4% | +0.3% |
| 30D | -15.7% | -9.5% | -6.2% | -6.9% |
| 3M | +3.6% | +6.6% | -3.0% | -3.4% |
| 6M | +16.9% | -1.8% | +18.6% | +18.9% |
| YTD | -4.8% | +9.0% | -13.8% | -12.9% |
| 1Y | -0.9% | +3.6% | -4.5% | -5.5% |
| 3Y | +124.5% | +19.4% | +105.0% | +89.5% |
| 5Y | +140.2% | +36.4% | +103.8% | +75.4% |
| All | +100.0% | +191.6% | -91.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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