+210.6%
UAL vs ITW
+34.0%
+176.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.1% |
| 7D | +2.3% | -1.6% | +3.9% | +4.1% |
| 30D | +13.3% | +8.9% | +4.4% | +3.8% |
| 3M | -6.3% | -0.9% | -5.4% | -5.3% |
| 6M | +22.5% | +16.0% | +6.5% | +3.2% |
| YTD | +5.9% | +19.4% | -13.6% | -13.9% |
| 1Y | +24.7% | +20.7% | +4.0% | -0.4% |
| All | +210.6% | +34.0% | +176.6% | +111.5% |
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