+128.2%
UAL vs WSM
+239.4%
-111.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +3.4% | +2.6% | +0.9% | +2.2% |
| 30D | -16.5% | -9.5% | -6.9% | -12.5% |
| 3M | +2.8% | +12.9% | -10.1% | -2.6% |
| 6M | +17.6% | +23.0% | -5.5% | +7.6% |
| YTD | -3.2% | +28.9% | -32.1% | -12.5% |
| 1Y | +0.4% | +13.7% | -13.2% | -5.1% |
| 3Y | +128.2% | +232.6% | -104.5% | +66.2% |
| All | +128.2% | +239.4% | -111.2% | +66.2% |
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