+92.6%
UAL vs WST
+441.1%
-348.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.2% | +1.7% |
| 7D | +8.2% | -3.1% | +11.3% | +8.8% |
| 30D | +2.3% | +9.1% | -6.8% | +0.7% |
| 3M | -12.7% | +14.7% | -27.4% | -14.9% |
| 6M | +12.7% | +28.0% | -15.3% | +7.5% |
| YTD | +0.8% | +45.6% | -44.8% | -6.3% |
| 1Y | +17.8% | +45.7% | -27.9% | +9.4% |
| 3Y | +206.7% | +21.1% | +185.6% | +180.1% |
| 5Y | +113.9% | +0.3% | +113.6% | +95.6% |
| All | +92.6% | +441.1% | -348.5% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling