+128.2%
UAL vs ITW
+21.4%
+106.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | -16.5% | -9.4% | -7.0% | -6.8% |
| 3M | +2.8% | +7.1% | -4.3% | -5.8% |
| 6M | +17.6% | -1.9% | +19.4% | +19.2% |
| YTD | -3.2% | +10.4% | -13.6% | -14.5% |
| 1Y | +0.4% | +3.3% | -2.9% | -4.7% |
| 3Y | +128.2% | +21.0% | +107.2% | +72.7% |
| All | +128.2% | +21.4% | +106.8% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling