+142.9%
WFC vs UAL
+94.5%
+48.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.5% | -1.1% |
| 7D | +1.2% | +8.2% | -6.9% | -1.5% |
| 30D | +5.2% | +2.3% | +2.9% | +4.0% |
| 3M | -3.0% | -12.7% | +9.6% | +0.8% |
| 6M | +6.2% | +12.7% | -6.5% | +0.1% |
| YTD | -7.9% | +0.8% | -8.7% | -11.1% |
| 1Y | +0.3% | +17.8% | -17.5% | -8.5% |
| 3Y | +117.7% | +206.7% | -89.0% | +33.3% |
| 5Y | +88.4% | +113.9% | -25.5% | +23.7% |
| All | +142.9% | +94.5% | +48.4% | +53.6% |
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