+255.6%
UAL vs WPM
+2,051.3%
-1,795.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | +8.2% | +16.9% | -8.8% | +7.1% |
| 30D | +2.3% | +2.0% | +0.4% | +2.2% |
| 3M | -12.7% | +8.9% | -21.6% | -13.2% |
| 6M | +12.7% | +1.6% | +11.1% | +12.3% |
| YTD | +0.8% | +16.5% | -15.7% | -0.3% |
| 1Y | +17.8% | +42.2% | -24.4% | +15.3% |
| 3Y | +206.7% | +213.3% | -6.6% | +188.5% |
| 5Y | +113.9% | +249.9% | -136.0% | +99.3% |
| 10Y | +97.0% | +549.4% | -452.4% | +76.6% |
| All | +255.6% | +2,051.3% | -1,795.7% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling