+251.3%
UAL vs WST
+2,568.2%
-2,316.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | -16.1% | -3.1% | -13.0% | -15.0% |
| 3M | +6.1% | +7.2% | -1.1% | +2.6% |
| 6M | +10.8% | +36.8% | -26.0% | -4.2% |
| YTD | -0.4% | +23.8% | -24.2% | -10.3% |
| 1Y | +5.0% | +37.8% | -32.7% | -10.9% |
| 3Y | +124.0% | -15.9% | +139.9% | +112.4% |
| 5Y | +141.0% | -25.8% | +166.8% | +130.5% |
| 10Y | +118.0% | +319.6% | -201.6% | -45.7% |
| All | +251.3% | +2,568.2% | -2,316.9% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling