+279.7%
UAL vs WY
+69.5%
+210.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.2% |
| 7D | +10.2% | -0.8% | +10.9% | +10.9% |
| 30D | +12.0% | +10.6% | +1.4% | +3.7% |
| 3M | -7.1% | -16.6% | +9.6% | +5.5% |
| 6M | +20.9% | -8.6% | +29.5% | +27.2% |
| YTD | +7.7% | -8.4% | +16.1% | +12.3% |
| 1Y | +23.6% | -5.1% | +28.7% | +25.2% |
| 3Y | +222.6% | -21.9% | +244.5% | +268.5% |
| 5Y | +127.9% | -31.3% | +159.3% | +185.5% |
| 10Y | +100.2% | +3.6% | +96.6% | +73.1% |
| All | +279.7% | +69.5% | +210.2% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling