+228.4%
UNH vs WWD
+498.2%
-269.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.7% | -2.7% |
| 7D | -4.5% | -2.6% | -2.0% | -4.0% |
| 30D | -6.5% | -6.9% | +0.4% | -5.1% |
| 3M | -6.0% | -13.0% | +7.1% | -3.5% |
| 6M | +33.7% | -12.5% | +46.1% | +36.2% |
| YTD | +16.4% | +11.8% | +4.5% | +11.5% |
| 1Y | +10.1% | +41.1% | -31.0% | -0.8% |
| 3Y | -16.3% | +163.1% | -179.4% | -37.8% |
| 5Y | +2.1% | +187.6% | -185.5% | -27.8% |
| All | +228.4% | +498.2% | -269.9% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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