+99.1%
UAL vs WAB
+283.1%
-184.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.3% |
| 7D | +3.5% | +1.7% | +1.8% | +2.1% |
| 30D | -16.5% | -2.4% | -14.0% | -14.8% |
| 3M | +2.8% | +9.7% | -6.9% | -5.6% |
| 6M | +17.6% | +16.5% | +1.0% | +2.8% |
| YTD | -3.2% | +33.7% | -36.9% | -24.4% |
| 1Y | +0.4% | +49.7% | -49.2% | -28.7% |
| 3Y | +128.2% | +170.9% | -42.8% | -0.1% |
| 5Y | +137.7% | +228.0% | -90.3% | -11.2% |
| 10Y | +99.1% | +284.8% | -185.7% | -43.0% |
| All | +99.1% | +283.1% | -184.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling