+96.5%
UAL vs WAB
+282.9%
-186.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +2.3% | +3.1% | -0.9% | -0.3% |
| 30D | +13.3% | +6.4% | +6.9% | +7.6% |
| 3M | -6.3% | +2.2% | -8.5% | -8.1% |
| 6M | +22.5% | +13.7% | +8.8% | +8.9% |
| YTD | +5.9% | +43.0% | -37.1% | -22.0% |
| 1Y | +24.7% | +47.0% | -22.3% | -10.2% |
| 3Y | +211.6% | +174.4% | +37.2% | +33.8% |
| 5Y | +130.6% | +222.2% | -91.6% | -13.6% |
| 10Y | +96.5% | +276.9% | -180.4% | -45.3% |
| All | +96.5% | +282.9% | -186.4% | -45.3% |
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