+139.2%
UAL vs WST
-25.7%
+164.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | -16.1% | -3.1% | -13.0% | -15.5% |
| 3M | +6.1% | +7.2% | -1.1% | +4.4% |
| 6M | +10.8% | +36.8% | -26.0% | +3.3% |
| YTD | -0.4% | +23.8% | -24.2% | -5.4% |
| 1Y | +5.0% | +37.8% | -32.7% | -2.9% |
| 3Y | +124.0% | -15.9% | +139.9% | +117.0% |
| All | +139.2% | -25.7% | +164.8% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling