+278.3%
UAL vs NWSA
+99.5%
+178.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.3% |
| 7D | +10.2% | -10.5% | +20.7% | +17.9% |
| 30D | +12.0% | -8.8% | +20.8% | +18.2% |
| 3M | -7.1% | -6.5% | -0.6% | -3.9% |
| 6M | +20.9% | -1.3% | +22.2% | +19.3% |
| YTD | +7.7% | +2.5% | +5.2% | +2.3% |
| 1Y | +23.6% | +0.2% | +23.4% | +19.2% |
| 3Y | +222.6% | +27.6% | +195.0% | +168.6% |
| 5Y | +127.9% | +17.0% | +111.0% | +97.6% |
| 10Y | +100.2% | +148.3% | -48.1% | +7.8% |
| All | +278.3% | +99.5% | +178.8% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling