+244.8%
UAL vs WTW
+474.9%
-230.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -3.1% |
| 7D | -3.0% | +2.0% | -5.0% | -4.4% |
| 30D | +10.5% | +12.9% | -2.4% | +1.5% |
| 3M | -13.5% | +0.7% | -14.2% | -14.6% |
| 6M | +14.2% | +39.5% | -25.2% | -11.1% |
| YTD | -2.2% | +3.1% | -5.4% | -8.1% |
| 1Y | +12.5% | +4.8% | +7.7% | +4.5% |
| 3Y | +186.8% | +42.9% | +143.9% | +109.3% |
| 5Y | +119.4% | +55.3% | +64.1% | +49.4% |
| 10Y | +81.4% | +217.2% | -135.7% | -28.6% |
| All | +244.8% | +474.9% | -230.1% | -17.5% |
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 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