+486.0%
UNH vs W
+210.9%
+275.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +3.0% | +6.8% | -3.8% | +2.5% |
| 3M | +2.7% | +10.7% | -7.9% | +2.0% |
| 6M | +2.8% | +86.3% | -83.6% | -1.8% |
| YTD | +25.9% | +11.5% | +14.4% | +23.5% |
| 1Y | +25.8% | +5.1% | +20.7% | +23.8% |
| 3Y | -20.0% | +171.0% | -191.0% | -28.4% |
| 5Y | -2.8% | -56.6% | +53.8% | -4.4% |
| 10Y | +228.7% | +213.4% | +15.3% | +133.1% |
| All | +486.0% | +210.9% | +275.2% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling