+104.2%
UAL vs NWSA
+144.0%
-39.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -1.1% | -3.1% | +1.9% | +1.1% |
| 30D | -13.4% | +4.3% | -17.7% | -16.1% |
| 3M | -2.3% | +9.2% | -11.5% | -9.5% |
| 6M | +13.3% | +21.6% | -8.2% | -3.3% |
| YTD | -4.2% | +14.2% | -18.4% | -15.4% |
| 1Y | +1.4% | +1.8% | -0.4% | -2.9% |
| 3Y | +125.8% | +44.4% | +81.4% | +69.4% |
| 5Y | +130.0% | +41.0% | +89.0% | +72.3% |
| 10Y | +104.2% | +150.0% | -45.8% | -2.6% |
| All | +104.2% | +144.0% | -39.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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