+117.8%
UAL vs WM
+306.5%
-188.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.2% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | -16.1% | -2.4% | -13.7% | -15.2% |
| 3M | +6.1% | +0.4% | +5.7% | +4.9% |
| 6M | +10.8% | -9.5% | +20.3% | +15.4% |
| YTD | -0.4% | +0.5% | -0.9% | -3.0% |
| 1Y | +5.0% | -1.1% | +6.1% | +2.8% |
| 3Y | +124.0% | +46.0% | +78.0% | +63.3% |
| 5Y | +141.0% | +51.8% | +89.2% | +65.0% |
| All | +117.8% | +306.5% | -188.7% | -13.9% |
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