+285.8%
WBD vs UAL
+84.1%
+201.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +1.0% | +7.2% | -6.2% | 0.0% |
| 30D | -1.4% | +12.0% | -13.4% | -3.0% |
| 3M | +1.0% | +27.2% | -26.2% | -2.3% |
| 6M | -11.2% | +27.5% | -38.7% | -14.4% |
| YTD | -2.4% | +4.6% | -7.0% | -3.6% |
| 1Y | -13.4% | -0.2% | -13.2% | -13.9% |
| 3Y | -40.3% | +69.5% | -109.8% | -45.7% |
| 5Y | +21.1% | +246.3% | -225.2% | -1.8% |
| 10Y | +273.5% | +79.9% | +193.6% | +178.1% |
| All | +285.8% | +84.1% | +201.7% | +187.7% |
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