+251.3%
UAL vs WSM
+1,764.2%
-1,512.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +1.5% |
| 7D | +0.7% | -3.3% | +4.0% | +2.4% |
| 30D | -16.1% | -8.4% | -7.7% | -12.5% |
| 3M | +6.1% | +9.7% | -3.5% | +1.7% |
| 6M | +10.8% | +16.7% | -5.8% | +3.5% |
| YTD | -0.4% | +28.7% | -29.1% | -11.1% |
| 1Y | +5.0% | +13.7% | -8.6% | -1.1% |
| 3Y | +124.0% | +230.1% | -106.1% | +17.3% |
| 5Y | +141.0% | +179.0% | -38.0% | +27.9% |
| 10Y | +118.0% | +1,002.5% | -884.5% | -52.9% |
| All | +251.3% | +1,764.2% | -1,512.8% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling