+228.4%
UNH vs W
+158.6%
+69.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.4% |
| 7D | -4.5% | -0.9% | -3.7% | -4.5% |
| 30D | -6.5% | -4.2% | -2.3% | -6.3% |
| 3M | -6.0% | +26.9% | -32.9% | -7.8% |
| 6M | +33.7% | +31.2% | +2.4% | +30.2% |
| YTD | +16.4% | -1.8% | +18.2% | +15.2% |
| 1Y | +10.1% | +9.3% | +0.8% | +7.9% |
| 3Y | -16.3% | +33.2% | -49.5% | -21.3% |
| 5Y | +2.1% | -62.4% | +64.5% | +2.7% |
| All | +228.4% | +158.6% | +69.8% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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