+248.5%
UAL vs WST
+2,980.4%
-2,731.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.8% |
| 7D | +5.0% | -5.8% | +10.8% | +7.8% |
| 30D | -1.2% | +5.3% | -6.6% | -3.4% |
| 3M | -16.8% | +11.8% | -28.6% | -21.0% |
| 6M | +18.0% | +26.7% | -8.7% | +5.7% |
| YTD | -1.2% | +43.0% | -44.2% | -16.6% |
| 1Y | +14.3% | +38.9% | -24.5% | -2.5% |
| 3Y | +194.6% | +18.2% | +176.4% | +136.6% |
| 5Y | +109.6% | -1.5% | +111.1% | +74.9% |
| 10Y | +93.1% | +439.0% | -345.9% | -58.3% |
| All | +248.5% | +2,980.4% | -2,731.8% | -80.1% |
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