+19.1%
UAL vs WETO
-99.4%
+118.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.4% | +8.6% | +3.1% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | -12.2% | -39.9% | +27.7% | -12.3% |
| 3M | -2.5% | -97.9% | +95.4% | +3.8% |
| 6M | +21.1% | -95.0% | +116.1% | +21.4% |
| YTD | -1.8% | -97.2% | +95.4% | -0.3% |
| 1Y | +0.4% | -98.9% | +99.3% | +3.8% |
| All | +19.1% | -99.4% | +118.6% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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