-14.3%
UNH vs WAB
+164.6%
-178.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -3.5% | -5.9% | +2.4% | -2.7% |
| 3M | -4.2% | +9.4% | -13.5% | -5.5% |
| 6M | +38.3% | +13.8% | +24.5% | +35.1% |
| YTD | +19.2% | +31.8% | -12.5% | +13.8% |
| 1Y | +15.0% | +48.5% | -33.6% | +7.9% |
| All | -14.3% | +164.6% | -178.9% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling