+4.6%
UNH vs WAB
+220.1%
-215.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -4.2% | +9.4% | -13.5% | -6.1% |
| 6M | +38.3% | +13.8% | +24.5% | +34.1% |
| YTD | +19.2% | +31.8% | -12.5% | +12.1% |
| 1Y | +15.0% | +48.5% | -33.6% | +5.5% |
| 3Y | -14.5% | +167.0% | -181.5% | -31.8% |
| 5Y | +4.6% | +222.3% | -217.7% | -22.1% |
| All | +4.6% | +220.1% | -215.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling