+250.0%
UAL vs NWSA
+127.4%
+122.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | +0.7% | -1.9% | +2.6% | +1.9% |
| 30D | -16.1% | +4.6% | -20.7% | -18.8% |
| 3M | +6.1% | +13.2% | -7.1% | -3.3% |
| 6M | +10.8% | +27.0% | -16.1% | -6.9% |
| YTD | -0.4% | +16.8% | -17.2% | -12.3% |
| 1Y | +5.0% | +4.5% | +0.5% | -0.8% |
| 3Y | +124.0% | +46.2% | +77.8% | +72.2% |
| 5Y | +141.0% | +40.9% | +100.1% | +86.8% |
| 10Y | +118.0% | +145.1% | -27.1% | +14.7% |
| All | +250.0% | +127.4% | +122.6% | +83.3% |
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 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