+117.8%
UAL vs SW
+147.8%
-30.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | +0.7% | -5.1% | +5.8% | +2.1% |
| 30D | -16.1% | -4.6% | -11.5% | -15.0% |
| 3M | +6.1% | +9.4% | -3.2% | +3.6% |
| 6M | +10.8% | +3.5% | +7.3% | +9.8% |
| YTD | -0.4% | +22.0% | -22.4% | -5.6% |
| 1Y | +5.0% | +2.2% | +2.8% | +3.5% |
| 3Y | +124.0% | +19.6% | +104.4% | +110.9% |
| 5Y | +141.0% | -2.3% | +143.3% | +125.7% |
| All | +117.8% | +147.8% | -30.0% | +66.4% |
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