+248.5%
UAL vs WM
+1,208.6%
-960.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.7% | -5.4% |
| 7D | +5.0% | +4.5% | +0.5% | +1.6% |
| 30D | -1.2% | +16.1% | -17.3% | -12.3% |
| 3M | -16.8% | +8.0% | -24.8% | -22.3% |
| 6M | +18.0% | +8.4% | +9.5% | +8.1% |
| YTD | -1.2% | +11.2% | -12.4% | -12.5% |
| 1Y | +14.3% | +22.3% | -8.0% | -6.5% |
| 3Y | +194.6% | +50.2% | +144.3% | +93.3% |
| 5Y | +109.6% | +63.3% | +46.3% | +23.0% |
| 10Y | +93.1% | +355.0% | -262.0% | -56.7% |
| All | +248.5% | +1,208.6% | -960.0% | -67.9% |
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 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