+251.3%
UAL vs WM
+1,082.5%
-831.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -16.1% | -2.4% | -13.7% | -14.7% |
| 3M | +6.1% | +0.4% | +5.7% | +4.3% |
| 6M | +10.8% | -9.5% | +20.3% | +16.9% |
| YTD | -0.4% | +0.5% | -0.9% | -4.0% |
| 1Y | +5.0% | -1.1% | +6.1% | +1.7% |
| 3Y | +124.0% | +46.0% | +78.0% | +49.5% |
| 5Y | +141.0% | +51.8% | +89.2% | +49.1% |
| 10Y | +118.0% | +307.5% | -189.5% | -46.5% |
| All | +251.3% | +1,082.5% | -831.2% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling