+134,607.8%
UNH vs WY
+673.4%
+133,934.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | -3.8% | -9.9% | +6.0% | -1.0% |
| 3M | -4.3% | -7.5% | +3.2% | -2.5% |
| 6M | +38.6% | -5.1% | +43.8% | +39.7% |
| YTD | +20.7% | -2.1% | +22.8% | +20.3% |
| 1Y | +16.0% | -7.3% | +23.3% | +17.3% |
| 3Y | -13.5% | -22.6% | +9.2% | -9.7% |
| 5Y | +3.5% | -19.8% | +23.3% | +4.9% |
| 10Y | +245.3% | +9.6% | +235.8% | +200.5% |
| All | +134,607.8% | +673.4% | +133,934.4% | +56,319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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