+100.0%
UAL vs WTW
+197.9%
-97.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -2.0% | -7.8% | +5.8% | +3.0% |
| 30D | -15.7% | -7.9% | -7.8% | -11.5% |
| 3M | +3.6% | +19.9% | -16.3% | -8.7% |
| 6M | +16.9% | +9.8% | +7.1% | +7.5% |
| YTD | -4.8% | -3.3% | -1.4% | -5.3% |
| 1Y | -0.9% | -3.3% | +2.3% | -2.0% |
| 3Y | +124.5% | +61.5% | +62.9% | +51.1% |
| 5Y | +140.2% | +42.6% | +97.6% | +75.1% |
| All | +100.0% | +197.9% | -97.9% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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