+101.1%
UAL vs WY
0.0%
+101.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.9% |
| 7D | +12.5% | +0.2% | +12.3% | +12.3% |
| 30D | +12.2% | +8.0% | +4.2% | +5.8% |
| 3M | -2.6% | -17.7% | +15.1% | +11.4% |
| 6M | +21.1% | -10.8% | +31.8% | +29.6% |
| YTD | +7.8% | -10.6% | +18.4% | +14.4% |
| 1Y | +25.4% | -5.7% | +31.1% | +27.6% |
| 3Y | +217.3% | -24.8% | +242.1% | +272.1% |
| 5Y | +132.9% | -31.7% | +164.6% | +193.1% |
| 10Y | +101.1% | +2.9% | +98.2% | +68.7% |
| All | +101.1% | 0.0% | +101.1% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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