+946.8%
UNH vs WU
-19.6%
+966.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +1.1% | -0.8% | +1.9% | +1.3% |
| 30D | -3.8% | -1.1% | -2.7% | -3.6% |
| 3M | +0.7% | -3.9% | +4.6% | +0.6% |
| 6M | +37.9% | -20.7% | +58.5% | +46.2% |
| YTD | +21.9% | -18.4% | +40.3% | +27.8% |
| 1Y | +31.4% | -8.1% | +39.4% | +31.5% |
| 3Y | -11.4% | -24.2% | +12.8% | -7.7% |
| 5Y | +2.5% | -50.4% | +53.0% | +21.1% |
| 10Y | +242.9% | -40.0% | +282.9% | +261.8% |
| All | +946.8% | -19.6% | +966.4% | +786.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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