+1,553.7%
UAL vs SW
+743.1%
+810.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.1% | +3.9% | +7.3% |
| 7D | +11.9% | +12.1% | -0.1% | +9.9% |
| 30D | +5.2% | +6.6% | -1.3% | +4.2% |
| 3M | -12.7% | -6.0% | -6.7% | -11.8% |
| 6M | +28.5% | +21.5% | +7.1% | +24.9% |
| YTD | +3.5% | +20.3% | -16.8% | +0.7% |
| 1Y | +27.5% | +28.1% | -0.6% | +22.8% |
| 3Y | +208.6% | +51.6% | +157.0% | +191.7% |
| 5Y | +135.6% | -0.1% | +135.7% | +127.3% |
| 10Y | +102.3% | +189.7% | -87.5% | +74.7% |
| All | +1,553.7% | +743.1% | +810.7% | +1,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling