+228.4%
UNH vs WCC
+540.7%
-312.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -5.9% | -2.9% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | -6.5% | -2.3% | -4.3% | -6.3% |
| 3M | -6.0% | +3.7% | -9.7% | -7.0% |
| 6M | +33.7% | +34.8% | -1.1% | +26.0% |
| YTD | +16.4% | +46.1% | -29.8% | +8.2% |
| 1Y | +10.1% | +62.7% | -52.7% | +0.2% |
| 3Y | -16.3% | +133.6% | -149.9% | -31.2% |
| 5Y | +2.1% | +226.1% | -224.0% | -25.4% |
| All | +228.4% | +540.7% | -312.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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