+27.5%
UAL vs WST
+47.3%
-19.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.5% | +7.8% |
| 7D | +11.9% | +1.3% | +10.6% | +11.4% |
| 30D | +5.2% | +8.5% | -3.3% | +2.1% |
| 3M | -12.7% | +17.2% | -29.9% | -18.0% |
| 6M | +28.5% | +36.3% | -7.7% | +12.7% |
| YTD | +3.5% | +48.9% | -45.4% | -15.6% |
| 1Y | +27.5% | +42.9% | -15.4% | +5.7% |
| All | +27.5% | +47.3% | -19.8% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling