+137.7%
UAL vs ITW
+36.7%
+101.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | +3.5% | -0.4% | +3.9% | +3.9% |
| 30D | -16.5% | -9.4% | -7.0% | -7.8% |
| 3M | +2.8% | +7.1% | -4.3% | -4.6% |
| 6M | +17.6% | -1.9% | +19.4% | +19.5% |
| YTD | -3.2% | +10.4% | -13.6% | -12.8% |
| 1Y | +0.4% | +3.3% | -2.9% | -3.9% |
| 3Y | +128.2% | +21.0% | +107.2% | +89.0% |
| 5Y | +137.7% | +36.3% | +101.4% | +74.7% |
| All | +137.7% | +36.7% | +101.0% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling