+273.4%
UAL vs WY
+65.7%
+207.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | +2.3% | -5.1% | +7.3% | +6.2% |
| 30D | +13.3% | +9.0% | +4.3% | +6.0% |
| 3M | -6.3% | -16.7% | +10.4% | +6.4% |
| 6M | +22.5% | -10.3% | +32.8% | +30.6% |
| YTD | +5.9% | -10.5% | +16.4% | +12.3% |
| 1Y | +24.7% | -5.9% | +30.5% | +27.1% |
| 3Y | +211.6% | -24.7% | +236.3% | +265.6% |
| 5Y | +130.6% | -31.5% | +162.1% | +189.2% |
| 10Y | +96.5% | +4.7% | +91.7% | +68.5% |
| All | +273.4% | +65.7% | +207.7% | +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