+88.8%
UAL vs SW
+185.4%
-96.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.0% | -4.1% |
| 7D | +5.0% | +4.7% | +0.4% | +3.8% |
| 30D | -1.2% | +5.0% | -6.2% | -2.5% |
| 3M | -16.8% | -7.3% | -9.4% | -15.0% |
| 6M | +18.0% | +15.0% | +3.0% | +13.8% |
| YTD | -1.2% | +18.5% | -19.7% | -5.7% |
| 1Y | +14.3% | +27.1% | -12.8% | +7.1% |
| 3Y | +194.6% | +49.3% | +145.2% | +166.5% |
| 5Y | +109.6% | -1.6% | +111.3% | +96.7% |
| All | +88.8% | +185.4% | -96.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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