+228.4%
UNH vs WBD
+15.0%
+213.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -4.5% | -0.7% | -3.8% | -4.5% |
| 30D | -6.5% | +1.4% | -7.9% | -6.7% |
| 3M | -6.0% | +4.4% | -10.4% | -6.4% |
| 6M | +33.7% | +0.8% | +32.8% | +33.5% |
| YTD | +16.4% | -2.7% | +19.1% | +16.6% |
| 1Y | +10.1% | +73.4% | -63.3% | +3.3% |
| 3Y | -16.3% | +142.1% | -158.4% | -26.8% |
| 5Y | +2.1% | +7.2% | -5.1% | -3.2% |
| All | +228.4% | +15.0% | +213.4% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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