+222.6%
UAL vs WY
-23.3%
+245.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +10.2% | -0.8% | +10.9% | +10.7% |
| 30D | +12.0% | +10.6% | +1.4% | +5.9% |
| 3M | -7.1% | -16.6% | +9.6% | +2.8% |
| 6M | +20.9% | -8.6% | +29.5% | +26.3% |
| YTD | +7.7% | -8.4% | +16.1% | +11.9% |
| 1Y | +23.6% | -5.1% | +28.7% | +25.4% |
| 3Y | +222.6% | -21.9% | +244.5% | +266.6% |
| All | +222.6% | -23.3% | +245.9% | +266.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling