+13.7%
WBD vs UAL
+98.4%
-84.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +3.9% | -13.4% | +17.3% | +8.6% |
| 3M | +5.1% | -2.3% | +7.4% | +4.7% |
| 6M | +0.6% | +13.3% | -12.8% | -5.9% |
| YTD | -3.2% | -4.2% | +1.0% | -5.0% |
| 1Y | +127.7% | +1.4% | +126.3% | +116.6% |
| 3Y | +146.6% | +125.8% | +20.8% | +70.3% |
| 5Y | +4.2% | +130.0% | -125.8% | -30.0% |
| 10Y | +13.7% | +104.2% | -90.5% | -30.0% |
| All | +13.7% | +98.4% | -84.7% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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