+133.6%
UAL vs WCN
+22.4%
+111.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -16.1% | +0.4% | -16.5% | -16.2% |
| 3M | +6.1% | +7.3% | -1.2% | +4.3% |
| 6M | +10.8% | -2.5% | +13.4% | +11.5% |
| YTD | -0.4% | -5.4% | +5.0% | +1.0% |
| 1Y | +5.0% | -8.5% | +13.5% | +7.8% |
| All | +133.6% | +22.4% | +111.2% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling