+101.1%
UAL vs WST
+446.4%
-345.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | +12.5% | +1.4% | +11.1% | +12.2% |
| 30D | +12.2% | +12.7% | -0.5% | +9.8% |
| 3M | -2.6% | +17.2% | -19.7% | -5.5% |
| 6M | +21.1% | +26.7% | -5.6% | +15.7% |
| YTD | +7.8% | +50.3% | -42.5% | -0.4% |
| 1Y | +25.4% | +50.2% | -24.8% | +15.8% |
| 3Y | +217.3% | +21.7% | +195.6% | +189.5% |
| 5Y | +132.9% | +2.0% | +130.8% | +112.0% |
| 10Y | +101.1% | +451.1% | -350.0% | +18.6% |
| All | +101.1% | +446.4% | -345.2% | +18.6% |
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