+280.3%
UAL vs WCN
+2,058.8%
-1,778.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.3% |
| 7D | +12.5% | +2.6% | +9.8% | +10.5% |
| 30D | +12.2% | +25.3% | -13.1% | -5.5% |
| 3M | -2.6% | +15.2% | -17.8% | -12.9% |
| 6M | +21.1% | +26.4% | -5.4% | -0.1% |
| YTD | +7.8% | +9.9% | -2.1% | -2.8% |
| 1Y | +25.4% | +16.2% | +9.2% | +8.2% |
| 3Y | +217.3% | +49.4% | +167.9% | +117.2% |
| 5Y | +132.9% | +46.2% | +86.7% | +57.4% |
| 10Y | +101.1% | +305.7% | -204.6% | -47.8% |
| All | +280.3% | +2,058.8% | -1,778.5% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling