+139.2%
UAL vs SW
-2.3%
+141.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | +0.7% | -5.1% | +5.8% | +2.5% |
| 30D | -16.1% | -4.6% | -11.5% | -14.8% |
| 3M | +6.1% | +9.4% | -3.2% | +3.0% |
| 6M | +10.8% | +3.5% | +7.3% | +9.3% |
| YTD | -0.4% | +22.0% | -22.4% | -6.9% |
| 1Y | +5.0% | +2.2% | +2.8% | +2.8% |
| 3Y | +124.0% | +19.6% | +104.4% | +108.6% |
| All | +139.2% | -2.3% | +141.5% | +121.9% |
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