+206.7%
UAL vs WAT
+74.7%
+132.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | +8.2% | -1.1% | +9.3% | +8.6% |
| 30D | +2.3% | +5.0% | -2.6% | +0.4% |
| 3M | -12.7% | +14.5% | -27.2% | -17.4% |
| 6M | +12.7% | +30.9% | -18.2% | +0.7% |
| YTD | +0.8% | +20.5% | -19.7% | -8.0% |
| 1Y | +17.8% | +23.3% | -5.5% | +6.5% |
| 3Y | +206.7% | +81.5% | +125.2% | +152.6% |
| All | +206.7% | +74.7% | +132.0% | +152.6% |
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 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