+228.4%
UNH vs WSM
+1,071.8%
-843.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -4.5% | -0.5% | -4.0% | -4.5% |
| 30D | -6.5% | -7.7% | +1.2% | -5.5% |
| 3M | -6.0% | +3.8% | -9.8% | -6.6% |
| 6M | +33.7% | +22.7% | +11.0% | +29.2% |
| YTD | +16.4% | +28.0% | -11.6% | +11.5% |
| 1Y | +10.1% | +12.7% | -2.6% | +7.3% |
| 3Y | -16.3% | +231.3% | -247.6% | -34.4% |
| 5Y | +2.1% | +177.2% | -175.1% | -20.0% |
| All | +228.4% | +1,071.8% | -843.4% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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