+10,295.8%
UNH vs WAB
+4,092.2%
+6,203.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +1.1% | -3.2% | +4.3% | +1.8% |
| 30D | -3.8% | -4.4% | +0.7% | -2.8% |
| 3M | +0.7% | +7.9% | -7.1% | -1.3% |
| 6M | +37.9% | +8.7% | +29.2% | +34.5% |
| YTD | +21.9% | +33.0% | -11.0% | +13.7% |
| 1Y | +31.4% | +46.7% | -15.3% | +19.7% |
| 3Y | -11.4% | +153.0% | -164.4% | -29.5% |
| 5Y | +2.5% | +222.3% | -219.7% | -23.8% |
| 10Y | +242.9% | +291.0% | -48.1% | +132.2% |
| All | +10,295.8% | +4,092.2% | +6,203.5% | +4,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling