+468.3%
WELL vs UAL
+97.8%
+370.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.5% |
| 30D | +7.8% | +13.3% | -5.6% | +4.2% |
| 3M | +10.2% | -6.3% | +16.5% | +11.3% |
| 6M | +16.4% | +22.5% | -6.1% | +8.7% |
| YTD | +35.2% | +5.9% | +29.3% | +29.2% |
| 1Y | +30.5% | +24.7% | +5.8% | +19.0% |
| 3Y | +206.1% | +211.6% | -5.5% | +95.7% |
| 5Y | +228.3% | +130.6% | +97.7% | +115.9% |
| 10Y | +468.3% | +96.5% | +371.9% | +210.1% |
| All | +468.3% | +97.8% | +370.5% | +210.1% |
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