+92.6%
UAL vs WAT
+227.3%
-134.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | +8.2% | -1.1% | +9.3% | +8.7% |
| 30D | +2.3% | +5.0% | -2.6% | -0.2% |
| 3M | -12.7% | +14.5% | -27.2% | -18.7% |
| 6M | +12.7% | +30.9% | -18.2% | -2.4% |
| YTD | +0.8% | +20.5% | -19.7% | -9.9% |
| 1Y | +17.8% | +23.3% | -5.5% | +3.8% |
| 3Y | +206.7% | +81.5% | +125.2% | +107.2% |
| 5Y | +113.9% | +33.4% | +80.5% | +66.4% |
| All | +92.6% | +227.3% | -134.7% | -9.6% |
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