+137.7%
UAL vs WSM
+189.5%
-51.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +3.5% | +2.6% | +0.9% | +2.3% |
| 30D | -16.5% | -9.5% | -6.9% | -12.7% |
| 3M | +2.8% | +12.9% | -10.1% | -2.3% |
| 6M | +17.6% | +23.0% | -5.5% | +8.1% |
| YTD | -3.2% | +28.9% | -32.1% | -12.3% |
| 1Y | +0.4% | +13.7% | -13.2% | -4.8% |
| 3Y | +128.2% | +232.6% | -104.5% | +37.7% |
| 5Y | +137.7% | +185.9% | -48.1% | +42.4% |
| All | +137.7% | +189.5% | -51.7% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling