+96.5%
UAL vs WSM
+1,181.2%
-1,084.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +2.3% | -3.0% | +5.2% | +3.6% |
| 30D | +13.3% | +10.1% | +3.3% | +9.0% |
| 3M | -6.3% | +4.9% | -11.2% | -8.1% |
| 6M | +22.5% | +49.8% | -27.3% | +4.2% |
| YTD | +5.9% | +48.7% | -42.9% | -9.2% |
| 1Y | +24.7% | +38.7% | -14.1% | +9.8% |
| 3Y | +211.6% | +269.5% | -57.9% | +80.3% |
| 5Y | +130.6% | +179.0% | -48.4% | +41.2% |
| 10Y | +96.5% | +1,162.3% | -1,065.8% | -39.8% |
| All | +96.5% | +1,181.2% | -1,084.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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