+107.5%
UAL vs WWD
+485.4%
-377.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | +0.7% | +1.3% | -0.6% | -0.3% |
| 30D | -16.1% | -7.2% | -8.9% | -11.4% |
| 3M | +6.1% | -3.8% | +10.0% | +8.0% |
| 6M | +10.8% | -9.9% | +20.8% | +18.5% |
| YTD | -0.4% | +14.8% | -15.2% | -12.3% |
| 1Y | +5.0% | +42.1% | -37.0% | -22.9% |
| 3Y | +124.0% | +170.8% | -46.8% | -6.0% |
| 5Y | +141.0% | +197.5% | -56.5% | -9.4% |
| All | +107.5% | +485.4% | -377.9% | -50.0% |
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