+135.6%
UAL vs SW
-0.1%
+135.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +3.9% | +6.6% |
| 7D | +11.9% | +12.1% | -0.1% | +7.7% |
| 30D | +5.2% | +6.6% | -1.3% | +3.0% |
| 3M | -12.7% | -6.0% | -6.7% | -10.9% |
| 6M | +28.5% | +21.5% | +7.1% | +20.7% |
| YTD | +3.5% | +20.3% | -16.8% | -2.9% |
| 1Y | +27.5% | +28.1% | -0.6% | +17.2% |
| 3Y | +208.6% | +51.6% | +157.0% | +174.6% |
| 5Y | +135.6% | -0.1% | +135.7% | +108.4% |
| All | +135.6% | -0.1% | +135.7% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling