+222.6%
UAL vs WSM
+264.9%
-42.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.0% | +3.8% | +5.3% |
| 7D | +10.2% | +0.9% | +9.3% | +9.9% |
| 30D | +12.0% | +8.6% | +3.5% | +7.7% |
| 3M | -7.1% | +4.2% | -11.3% | -8.9% |
| 6M | +20.9% | +44.6% | -23.7% | +1.8% |
| YTD | +7.7% | +48.5% | -40.9% | -9.5% |
| 1Y | +23.6% | +34.7% | -11.1% | +7.9% |
| 3Y | +222.6% | +271.0% | -48.5% | +105.0% |
| All | +222.6% | +264.9% | -42.3% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling