+251.3%
UAL vs WTW
+471.9%
-220.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +4.0% |
| 7D | +0.7% | -2.6% | +3.3% | +2.5% |
| 30D | -16.1% | -1.0% | -15.1% | -15.8% |
| 3M | +6.1% | +29.9% | -23.8% | -12.5% |
| 6M | +10.8% | +10.7% | +0.1% | +0.6% |
| YTD | -0.4% | +2.6% | -3.0% | -5.5% |
| 1Y | +5.0% | +2.8% | +2.3% | -0.9% |
| 3Y | +124.0% | +67.3% | +56.7% | +45.5% |
| 5Y | +141.0% | +56.6% | +84.3% | +63.3% |
| 10Y | +118.0% | +204.1% | -86.1% | -11.5% |
| All | +251.3% | +471.9% | -220.6% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling