+101.1%
UAL vs WCC
+460.5%
-359.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +12.5% | -9.9% | +22.4% | +18.4% |
| 30D | +12.2% | -13.4% | +25.6% | +20.2% |
| 3M | -2.6% | -13.5% | +10.9% | +3.6% |
| 6M | +21.1% | -10.6% | +31.7% | +24.4% |
| YTD | +7.8% | +30.1% | -22.3% | -13.0% |
| 1Y | +25.4% | +22.3% | +3.1% | +5.0% |
| 3Y | +217.3% | +130.3% | +87.1% | +65.0% |
| 5Y | +132.9% | +144.5% | -11.6% | +6.7% |
| 10Y | +101.1% | +431.8% | -330.7% | -60.4% |
| All | +101.1% | +460.5% | -359.4% | -60.4% |
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