+206.5%
WELL vs UAL
+223.7%
-17.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.5% |
| 7D | +3.0% | +12.5% | -9.4% | +2.5% |
| 30D | +10.2% | +12.2% | -2.0% | +9.6% |
| 3M | +6.1% | -2.6% | +8.7% | +6.2% |
| 6M | +16.6% | +21.1% | -4.4% | +15.2% |
| YTD | +35.3% | +7.8% | +27.5% | +34.0% |
| 1Y | +31.5% | +25.4% | +6.1% | +29.1% |
| 3Y | +206.5% | +217.3% | -10.9% | +178.5% |
| All | +206.5% | +223.7% | -17.2% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling