+228.4%
UNH vs WAB
+296.8%
-68.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.6% |
| 7D | -4.5% | +0.1% | -4.7% | -4.6% |
| 30D | -6.5% | -4.1% | -2.5% | -5.5% |
| 3M | -6.0% | +8.2% | -14.2% | -8.3% |
| 6M | +33.7% | +15.4% | +18.3% | +27.6% |
| YTD | +16.4% | +33.1% | -16.8% | +6.8% |
| 1Y | +10.1% | +48.1% | -38.0% | -2.0% |
| 3Y | -16.3% | +167.7% | -184.0% | -38.2% |
| 5Y | +2.1% | +225.7% | -223.6% | -30.2% |
| All | +228.4% | +296.8% | -68.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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