+455.3%
WELL vs UAL
+106.7%
+348.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -0.7% |
| 7D | +3.5% | +10.2% | -6.7% | +1.0% |
| 30D | +9.7% | +12.0% | -2.3% | +6.3% |
| 3M | +4.8% | -7.1% | +11.9% | +6.0% |
| 6M | +16.1% | +20.9% | -4.8% | +8.8% |
| YTD | +34.7% | +7.7% | +27.0% | +28.3% |
| 1Y | +31.9% | +23.6% | +8.4% | +20.7% |
| 3Y | +209.9% | +222.6% | -12.7% | +96.2% |
| 5Y | +226.5% | +127.9% | +98.6% | +116.0% |
| 10Y | +455.3% | +100.2% | +355.1% | +192.6% |
| All | +455.3% | +106.7% | +348.6% | +192.6% |
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