+280.3%
UAL vs WSM
+2,050.4%
-1,770.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | +12.5% | +3.1% | +9.4% | +11.0% |
| 30D | +12.2% | +8.5% | +3.7% | +8.0% |
| 3M | -2.6% | +4.6% | -7.2% | -4.6% |
| 6M | +21.1% | +44.5% | -23.5% | +1.6% |
| YTD | +7.8% | +48.4% | -40.6% | -10.2% |
| 1Y | +25.4% | +36.2% | -10.8% | +8.7% |
| 3Y | +217.3% | +268.8% | -51.4% | +58.9% |
| 5Y | +132.9% | +185.2% | -52.4% | +23.3% |
| 10Y | +101.1% | +1,175.8% | -1,074.7% | -59.5% |
| All | +280.3% | +2,050.4% | -1,770.1% | -59.2% |
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 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