+210.6%
UAL vs WAT
+86.6%
+124.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | +2.3% | +0.7% | +1.5% | +2.1% |
| 30D | +13.3% | +9.0% | +4.4% | +9.5% |
| 3M | -6.3% | +13.5% | -19.8% | -11.0% |
| 6M | +22.5% | +35.3% | -12.8% | +8.0% |
| YTD | +5.9% | +24.0% | -18.1% | -4.5% |
| 1Y | +24.7% | +22.0% | +2.7% | +13.1% |
| All | +210.6% | +86.6% | +124.0% | +146.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling