+251.3%
UAL vs WCC
+569.6%
-318.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +0.1% |
| 7D | +0.7% | +4.5% | -3.8% | -2.0% |
| 30D | -16.1% | -5.8% | -10.3% | -13.4% |
| 3M | +6.1% | -3.7% | +9.8% | +6.9% |
| 6M | +10.8% | +23.1% | -12.2% | -4.7% |
| YTD | -0.4% | +44.2% | -44.5% | -22.6% |
| 1Y | +5.0% | +62.1% | -57.1% | -24.9% |
| 3Y | +124.0% | +121.1% | +2.9% | +23.3% |
| 5Y | +141.0% | +214.0% | -73.0% | -1.2% |
| 10Y | +118.0% | +472.8% | -354.8% | -47.4% |
| All | +251.3% | +569.6% | -318.3% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling