+87.5%
UAL vs WU
-36.2%
+123.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.2% |
| 7D | +8.2% | +11.7% | -3.5% | +1.3% |
| 30D | +2.3% | +12.6% | -10.3% | -4.9% |
| 3M | -12.7% | -0.5% | -12.2% | -13.1% |
| 6M | +12.7% | -18.2% | +30.9% | +22.8% |
| YTD | +0.8% | -19.0% | +19.8% | +9.4% |
| 1Y | +17.8% | -16.7% | +34.5% | +25.2% |
| 3Y | +206.7% | -21.0% | +227.7% | +228.3% |
| 5Y | +113.9% | -41.7% | +155.6% | +171.4% |
| All | +87.5% | -36.2% | +123.7% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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