+92.6%
UAL vs WM
+339.4%
-246.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.1% |
| 7D | +8.2% | +1.2% | +7.0% | +7.5% |
| 30D | +2.3% | +13.1% | -10.7% | -4.3% |
| 3M | -12.7% | +3.6% | -16.3% | -14.7% |
| 6M | +12.7% | +8.1% | +4.6% | +6.5% |
| YTD | +0.8% | +8.9% | -8.1% | -6.2% |
| 1Y | +17.8% | +20.3% | -2.6% | +2.9% |
| 3Y | +206.7% | +46.2% | +160.5% | +126.3% |
| 5Y | +113.9% | +59.9% | +54.0% | +43.6% |
| All | +92.6% | +339.4% | -246.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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