+88.8%
UAL vs WM
+348.7%
-260.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -5.2% |
| 7D | +5.0% | +4.5% | +0.5% | +2.7% |
| 30D | -1.2% | +16.1% | -17.3% | -8.8% |
| 3M | -16.8% | +8.0% | -24.8% | -20.4% |
| 6M | +18.0% | +8.4% | +9.5% | +11.3% |
| YTD | -1.2% | +11.2% | -12.4% | -9.0% |
| 1Y | +14.3% | +22.3% | -8.0% | -0.9% |
| 3Y | +194.6% | +50.2% | +144.3% | +114.1% |
| 5Y | +109.6% | +63.3% | +46.3% | +39.2% |
| All | +88.8% | +348.7% | -260.0% | -35.4% |
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