+134.0%
WFC vs UAL
+106.7%
+27.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -4.9% | -0.4% |
| 7D | +0.1% | +10.2% | -10.1% | -3.2% |
| 30D | +2.9% | +12.0% | -9.1% | -1.3% |
| 3M | -1.4% | -7.1% | +5.6% | +0.3% |
| 6M | +14.3% | +20.9% | -6.5% | +5.2% |
| YTD | -6.2% | +7.7% | -13.9% | -11.4% |
| 1Y | +1.6% | +23.6% | -22.0% | -8.8% |
| 3Y | +126.9% | +222.6% | -95.6% | +36.6% |
| 5Y | +94.0% | +127.9% | -34.0% | +24.7% |
| 10Y | +134.0% | +100.2% | +33.8% | +44.3% |
| All | +134.0% | +106.7% | +27.3% | +44.3% |
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