+248.5%
UAL vs WCC
+446.6%
-198.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.6% | +5.0% | +1.2% |
| 7D | +5.0% | -21.9% | +26.9% | +20.1% |
| 30D | -1.2% | -25.4% | +24.2% | +15.7% |
| 3M | -16.8% | -23.1% | +6.3% | -5.0% |
| 6M | +18.0% | -18.1% | +36.0% | +27.8% |
| YTD | -1.2% | +17.7% | -18.9% | -15.1% |
| 1Y | +14.3% | +12.4% | +1.9% | +0.9% |
| 3Y | +194.6% | +105.9% | +88.7% | +65.6% |
| 5Y | +109.6% | +116.8% | -7.2% | +5.9% |
| 10Y | +93.1% | +456.1% | -363.0% | -53.3% |
| All | +248.5% | +446.6% | -198.1% | -41.8% |
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