+101.1%
UAL vs WAB
+288.7%
-187.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.6% | -1.3% |
| 7D | +12.5% | +4.0% | +8.4% | +9.0% |
| 30D | +12.2% | +6.3% | +5.9% | +6.6% |
| 3M | -2.6% | +3.3% | -5.9% | -5.3% |
| 6M | +21.1% | +14.5% | +6.6% | +7.0% |
| YTD | +7.8% | +42.7% | -34.9% | -20.5% |
| 1Y | +25.4% | +45.2% | -19.8% | -8.7% |
| 3Y | +217.3% | +173.8% | +43.6% | +36.5% |
| 5Y | +132.9% | +223.8% | -90.9% | -13.0% |
| 10Y | +101.1% | +280.5% | -179.4% | -44.1% |
| All | +101.1% | +288.7% | -187.6% | -44.1% |
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