+583.6%
WDC vs UAL
+94.5%
+489.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.5% | -2.2% |
| 7D | -28.0% | +8.2% | -36.1% | -30.3% |
| 30D | -34.9% | +2.3% | -37.3% | -35.6% |
| 3M | -41.6% | -12.7% | -28.9% | -38.9% |
| 6M | -45.4% | +12.7% | -58.1% | -48.6% |
| YTD | +53.3% | +0.8% | +52.5% | +50.0% |
| 1Y | +61.5% | +17.8% | +43.8% | +48.7% |
| 3Y | +712.3% | +206.7% | +505.7% | +384.4% |
| 5Y | +524.2% | +113.9% | +410.3% | +305.6% |
| All | +583.6% | +94.5% | +489.1% | +335.7% |
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 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