+251.3%
UAL vs WAT
+904.9%
-653.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | -1.3% | +2.0% | +1.5% |
| 30D | -16.1% | +2.3% | -18.4% | -17.4% |
| 3M | +6.1% | +8.7% | -2.6% | +0.6% |
| 6M | +10.8% | +28.3% | -17.5% | -5.7% |
| YTD | -0.4% | +7.8% | -8.2% | -6.7% |
| 1Y | +5.0% | +36.6% | -31.6% | -16.0% |
| 3Y | +124.0% | +45.7% | +78.3% | +61.5% |
| 5Y | +141.0% | -3.3% | +144.3% | +117.0% |
| 10Y | +118.0% | +162.1% | -44.1% | -6.4% |
| All | +251.3% | +904.9% | -653.5% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling