+139.2%
UAL vs WM
+52.1%
+87.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -16.1% | -2.4% | -13.7% | -15.8% |
| 3M | +6.1% | +0.4% | +5.7% | +5.6% |
| 6M | +10.8% | -9.5% | +20.3% | +12.8% |
| YTD | -0.4% | +0.5% | -0.9% | -1.6% |
| 1Y | +5.0% | -1.1% | +6.1% | +4.2% |
| 3Y | +124.0% | +46.0% | +78.0% | +95.6% |
| All | +139.2% | +52.1% | +87.0% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling