+303.5%
WBD vs UAL
+187.7%
+115.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.2% |
| 7D | +1.0% | +3.6% | -2.6% | +0.3% |
| 30D | -0.4% | +1.6% | -1.9% | -0.9% |
| 3M | +1.7% | -11.7% | +13.4% | +3.5% |
| 6M | +19.6% | -3.1% | +22.7% | +19.0% |
| YTD | -5.6% | -16.2% | +10.7% | -3.1% |
| 1Y | +225.2% | +25.1% | +200.1% | +204.9% |
| 3Y | +111.2% | +109.0% | +2.1% | +76.9% |
| 5Y | -25.8% | +75.8% | -101.6% | -36.5% |
| 10Y | -1.9% | +108.2% | -110.1% | -23.9% |
| All | +303.5% | +187.7% | +115.8% | +143.7% |
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