+279.7%
UAL vs WAB
+1,907.4%
-1,627.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.1% | +1.6% | +2.7% |
| 7D | +10.2% | +4.0% | +6.2% | +7.0% |
| 30D | +12.0% | +4.5% | +7.6% | +8.3% |
| 3M | -7.1% | +2.3% | -9.4% | -8.9% |
| 6M | +20.9% | +12.5% | +8.4% | +9.2% |
| YTD | +7.7% | +40.2% | -32.5% | -17.9% |
| 1Y | +23.6% | +45.2% | -21.7% | -8.3% |
| 3Y | +222.6% | +171.8% | +50.8% | +46.7% |
| 5Y | +127.9% | +217.6% | -89.6% | -8.1% |
| 10Y | +100.2% | +285.3% | -185.1% | -34.1% |
| All | +279.7% | +1,907.4% | -1,627.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling