+957.1%
WDC vs UNH
+1.6%
+955.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.4% |
| 7D | +4.4% | -3.2% | +7.6% | +4.6% |
| 30D | +5.3% | -3.5% | +8.7% | +5.5% |
| 3M | -5.9% | -4.2% | -1.8% | -5.8% |
| 6M | +73.2% | +38.3% | +34.9% | +68.9% |
| YTD | +167.8% | +19.2% | +148.6% | +161.2% |
| 1Y | +386.0% | +15.0% | +371.0% | +373.9% |
| 3Y | +1,309.7% | -14.5% | +1,324.2% | +1,258.5% |
| 5Y | +957.1% | +4.6% | +952.5% | +790.9% |
| All | +957.1% | +1.6% | +955.5% | +790.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling