+99.1%
UAL vs WCN
+239.1%
-140.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | -16.5% | -2.1% | -14.3% | -15.7% |
| 3M | +2.8% | +6.4% | -3.6% | -0.6% |
| 6M | +17.6% | -3.7% | +21.2% | +18.3% |
| YTD | -3.2% | -6.4% | +3.2% | -1.5% |
| 1Y | +0.4% | -7.9% | +8.4% | +2.6% |
| 3Y | +128.2% | +20.8% | +107.4% | +98.9% |
| 5Y | +137.7% | +29.0% | +108.8% | +96.5% |
| 10Y | +99.1% | +236.4% | -137.2% | +4.8% |
| All | +99.1% | +239.1% | -140.0% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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