+318.7%
WBD vs UAL
+242.1%
+76.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.9% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +8.8% | -16.1% | +24.9% | +12.4% |
| 3M | +4.6% | +6.1% | -1.5% | +2.8% |
| 6M | +1.1% | +10.8% | -9.8% | -2.3% |
| YTD | -2.0% | -0.4% | -1.6% | -3.7% |
| 1Y | +140.0% | +5.0% | +135.0% | +132.1% |
| 3Y | +144.4% | +124.0% | +20.4% | +99.7% |
| 5Y | -0.2% | +141.0% | -141.2% | -20.1% |
| 10Y | +9.1% | +118.0% | -108.9% | -17.2% |
| All | +318.7% | +242.1% | +76.7% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling