+73.7%
UAL vs NWSA
+148.1%
-74.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.4% | -3.7% |
| 7D | -3.0% | +2.2% | -5.2% | -4.5% |
| 30D | +10.5% | -8.8% | +19.2% | +17.2% |
| 3M | -13.5% | -6.5% | -7.0% | -10.3% |
| 6M | +14.2% | +1.5% | +12.7% | +10.0% |
| YTD | -2.2% | +4.0% | -6.3% | -8.8% |
| 1Y | +12.5% | +3.4% | +9.1% | +5.3% |
| 3Y | +186.8% | +34.8% | +152.0% | +122.8% |
| 5Y | +119.4% | +18.4% | +101.0% | +83.8% |
| All | +73.7% | +148.1% | -74.5% | -14.8% |
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