+100.2%
UAL vs WAT
+232.2%
-132.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.7% |
| 7D | +10.2% | +6.0% | +4.2% | +7.1% |
| 30D | +12.0% | +9.9% | +2.1% | +6.9% |
| 3M | -7.1% | +17.2% | -24.3% | -14.4% |
| 6M | +20.9% | +34.2% | -13.3% | +3.5% |
| YTD | +7.7% | +25.5% | -17.8% | -5.7% |
| 1Y | +23.6% | +28.3% | -4.7% | +6.9% |
| 3Y | +222.6% | +88.4% | +134.2% | +114.3% |
| 5Y | +127.9% | +36.1% | +91.8% | +76.1% |
| 10Y | +100.2% | +234.8% | -134.6% | -7.3% |
| All | +100.2% | +232.2% | -132.0% | -7.3% |
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