+100.2%
UAL vs WCC
+492.1%
-391.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.4% | +1.9% |
| 7D | +10.2% | -5.7% | +15.9% | +12.7% |
| 30D | +12.0% | -13.5% | +25.5% | +20.0% |
| 3M | -7.1% | -12.9% | +5.8% | -1.6% |
| 6M | +20.9% | -10.7% | +31.6% | +24.3% |
| YTD | +7.7% | +30.0% | -22.3% | -13.0% |
| 1Y | +23.6% | +24.7% | -1.1% | +2.2% |
| 3Y | +222.6% | +136.6% | +86.0% | +65.1% |
| 5Y | +127.9% | +143.9% | -16.0% | +4.9% |
| 10Y | +100.2% | +465.9% | -365.7% | -60.6% |
| All | +100.2% | +492.1% | -391.9% | -60.6% |
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