+137.7%
UAL vs NWSA
+40.6%
+97.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.5% |
| 7D | +3.5% | -2.6% | +6.1% | +5.4% |
| 30D | -16.5% | +4.6% | -21.0% | -19.2% |
| 3M | +2.8% | +10.2% | -7.4% | -5.5% |
| 6M | +17.6% | +21.6% | -4.1% | -0.3% |
| YTD | -3.2% | +14.6% | -17.8% | -15.0% |
| 1Y | +0.4% | +0.4% | +0.1% | -2.2% |
| 3Y | +128.2% | +45.0% | +83.2% | +69.3% |
| 5Y | +137.7% | +41.3% | +96.4% | +79.3% |
| All | +137.7% | +40.6% | +97.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling