+1,188.5%
WDC vs UNH
+235.3%
+953.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.3% |
| 7D | -4.3% | -4.5% | +0.2% | -3.0% |
| 30D | -1.5% | -6.5% | +5.0% | +0.4% |
| 3M | -15.5% | -6.0% | -9.5% | -14.4% |
| 6M | +66.5% | +33.7% | +32.8% | +51.0% |
| YTD | +159.9% | +16.4% | +143.5% | +143.2% |
| 1Y | +366.0% | +10.1% | +355.9% | +341.0% |
| 3Y | +1,285.8% | -16.3% | +1,302.1% | +1,217.7% |
| 5Y | +925.6% | +2.1% | +923.5% | +744.0% |
| All | +1,188.5% | +235.3% | +953.2% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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