+251.3%
UAL vs WY
+84.7%
+166.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.9% |
| 7D | +0.7% | -1.7% | +2.4% | +2.0% |
| 30D | -16.1% | -10.1% | -6.0% | -9.3% |
| 3M | +6.1% | -5.1% | +11.3% | +9.4% |
| 6M | +10.8% | -4.8% | +15.6% | +14.1% |
| YTD | -0.4% | -0.2% | -0.2% | -1.8% |
| 1Y | +5.0% | -6.6% | +11.6% | +8.0% |
| 3Y | +124.0% | -22.7% | +146.8% | +160.2% |
| 5Y | +141.0% | -22.2% | +163.2% | +175.8% |
| 10Y | +118.0% | +7.3% | +110.7% | +84.4% |
| All | +251.3% | +84.7% | +166.6% | +52.2% |
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