+101.1%
UAL vs WWD
+460.9%
-359.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +12.5% | +0.4% | +12.0% | +12.0% |
| 30D | +12.2% | -0.4% | +12.6% | +11.9% |
| 3M | -2.6% | -6.1% | +3.5% | +1.3% |
| 6M | +21.1% | -9.5% | +30.6% | +28.2% |
| YTD | +7.8% | +10.8% | -3.0% | -3.1% |
| 1Y | +25.4% | +23.5% | +1.9% | +2.3% |
| 3Y | +217.3% | +151.3% | +66.1% | +40.0% |
| 5Y | +132.9% | +187.8% | -54.9% | -11.0% |
| 10Y | +101.1% | +461.1% | -360.0% | -50.8% |
| All | +101.1% | +460.9% | -359.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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