+186.8%
UAL vs WTW
+44.7%
+142.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.7% |
| 30D | +10.5% | +12.9% | -2.4% | +6.1% |
| 3M | -13.5% | +0.7% | -14.2% | -13.8% |
| 6M | +14.2% | +39.5% | -25.2% | +0.5% |
| YTD | -2.2% | +3.1% | -5.4% | -2.6% |
| 1Y | +12.5% | +4.8% | +7.7% | +11.1% |
| 3Y | +186.8% | +42.9% | +143.9% | +165.5% |
| All | +186.8% | +44.7% | +142.1% | +165.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling