+104.2%
UAL vs WY
+5.8%
+98.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -1.1% | -1.7% | +0.6% | +0.1% |
| 30D | -13.4% | -9.9% | -3.6% | -6.8% |
| 3M | -2.3% | -7.5% | +5.2% | +2.6% |
| 6M | +13.3% | -5.1% | +18.5% | +16.9% |
| YTD | -4.2% | -2.1% | -2.1% | -4.2% |
| 1Y | +1.4% | -7.3% | +8.7% | +5.0% |
| 3Y | +125.8% | -22.6% | +148.4% | +161.8% |
| 5Y | +130.0% | -19.8% | +149.8% | +157.5% |
| 10Y | +104.2% | +9.6% | +94.7% | +62.6% |
| All | +104.2% | +5.8% | +98.5% | +62.6% |
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