+228.4%
UNH vs WCN
+235.9%
-7.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -4.5% | -3.1% | -1.4% | -3.1% |
| 30D | -6.5% | -3.4% | -3.1% | -5.0% |
| 3M | -6.0% | +3.0% | -9.0% | -7.8% |
| 6M | +33.7% | -3.8% | +37.4% | +35.0% |
| YTD | +16.4% | -8.3% | +24.7% | +20.1% |
| 1Y | +10.1% | -9.7% | +19.8% | +14.3% |
| 3Y | -16.3% | +17.2% | -33.5% | -27.3% |
| 5Y | +2.1% | +25.3% | -23.2% | -16.7% |
| All | +228.4% | +235.9% | -7.5% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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