+92.6%
UAL vs WWD
+461.1%
-368.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | -0.5% |
| 7D | +8.2% | +4.2% | +4.0% | +4.5% |
| 30D | +2.3% | -2.1% | +4.5% | +3.3% |
| 3M | -12.7% | -13.2% | +0.5% | -3.8% |
| 6M | +12.7% | -16.9% | +29.6% | +27.0% |
| YTD | +0.8% | +5.2% | -4.4% | -5.9% |
| 1Y | +17.8% | +20.6% | -2.8% | -2.3% |
| 3Y | +206.7% | +146.3% | +60.4% | +37.1% |
| 5Y | +113.9% | +171.3% | -57.4% | -14.5% |
| All | +92.6% | +461.1% | -368.4% | -51.7% |
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