+99.1%
UAL vs WPM
+502.1%
-402.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +3.5% | +7.0% | -3.6% | +2.8% |
| 30D | -16.5% | +15.7% | -32.2% | -17.7% |
| 3M | +2.8% | +35.2% | -32.4% | -0.5% |
| 6M | +17.6% | +6.1% | +11.5% | +16.1% |
| YTD | -3.2% | +32.6% | -35.8% | -6.1% |
| 1Y | +0.4% | +46.9% | -46.5% | -3.4% |
| 3Y | +128.2% | +276.3% | -148.1% | +106.1% |
| 5Y | +137.7% | +260.0% | -122.3% | +112.2% |
| 10Y | +99.1% | +508.5% | -409.4% | +76.0% |
| All | +99.1% | +502.1% | -402.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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