+76.8%
UAL vs WCC
+440.3%
-363.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +0.7% | +14.2% | -13.5% | -7.1% |
| 30D | +7.8% | -9.8% | +17.6% | +12.6% |
| 3M | -11.1% | -10.1% | -1.0% | -7.7% |
| 6M | +16.1% | -9.4% | +25.5% | +18.4% |
| YTD | -0.5% | +34.4% | -34.9% | -21.3% |
| 1Y | +11.3% | +23.3% | -12.0% | -7.3% |
| 3Y | +192.8% | +137.9% | +54.9% | +49.2% |
| 5Y | +123.3% | +144.0% | -20.7% | +2.7% |
| All | +76.8% | +440.3% | -363.5% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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