+130.6%
UAL vs ITW
+38.8%
+91.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.1% |
| 7D | +2.3% | -1.6% | +3.9% | +4.0% |
| 30D | +13.3% | +8.9% | +4.4% | +4.3% |
| 3M | -6.3% | -0.9% | -5.4% | -5.4% |
| 6M | +22.5% | +16.0% | +6.5% | +4.8% |
| YTD | +5.9% | +19.4% | -13.6% | -12.1% |
| 1Y | +24.7% | +20.7% | +4.0% | +2.0% |
| 3Y | +211.6% | +33.4% | +178.2% | +132.4% |
| 5Y | +130.6% | +39.1% | +91.5% | +49.0% |
| All | +130.6% | +38.8% | +91.7% | +49.0% |
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 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