+96.5%
UAL vs WAT
+230.7%
-134.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | +2.3% | +0.7% | +1.5% | +2.0% |
| 30D | +13.3% | +9.0% | +4.4% | +8.6% |
| 3M | -6.3% | +13.5% | -19.8% | -12.3% |
| 6M | +22.5% | +35.3% | -12.8% | +4.4% |
| YTD | +5.9% | +24.0% | -18.1% | -6.7% |
| 1Y | +24.7% | +22.0% | +2.7% | +10.7% |
| 3Y | +211.6% | +84.0% | +127.6% | +109.6% |
| 5Y | +130.6% | +34.4% | +96.2% | +79.3% |
| 10Y | +96.5% | +231.4% | -134.9% | -8.5% |
| All | +96.5% | +230.7% | -134.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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