+100.2%
UAL vs WAB
+305.5%
-205.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +2.5% |
| 7D | +10.2% | +4.0% | +6.2% | +6.8% |
| 30D | +12.0% | +4.5% | +7.6% | +8.1% |
| 3M | -7.1% | +2.3% | -9.4% | -9.0% |
| 6M | +20.9% | +12.5% | +8.4% | +8.4% |
| YTD | +7.7% | +40.2% | -32.5% | -19.4% |
| 1Y | +23.6% | +45.2% | -21.7% | -10.1% |
| 3Y | +222.6% | +171.8% | +50.8% | +39.8% |
| 5Y | +127.9% | +217.6% | -89.6% | -13.4% |
| 10Y | +100.2% | +285.3% | -185.1% | -43.7% |
| All | +100.2% | +305.5% | -205.3% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling