+112.3%
UAL vs WCN
+45.6%
+66.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.4% |
| 7D | +8.2% | +2.9% | +5.2% | +7.3% |
| 30D | +2.3% | +22.1% | -19.8% | -3.6% |
| 3M | -12.7% | +13.2% | -25.9% | -15.9% |
| 6M | +12.7% | +23.7% | -11.0% | +4.9% |
| YTD | +0.8% | +8.7% | -7.9% | -1.9% |
| 1Y | +17.8% | +15.3% | +2.4% | +11.8% |
| 3Y | +206.7% | +46.0% | +160.7% | +155.6% |
| All | +112.3% | +45.6% | +66.6% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling