+90.7%
WFC vs UAL
+117.7%
-27.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.9% |
| 7D | +2.5% | -3.0% | +5.6% | +3.3% |
| 30D | +7.0% | +10.5% | -3.5% | +3.5% |
| 3M | -1.8% | -13.5% | +11.7% | +1.9% |
| 6M | +18.4% | +14.2% | +4.2% | +11.6% |
| YTD | -5.6% | -2.2% | -3.4% | -7.6% |
| 1Y | +3.9% | +12.5% | -8.6% | -3.0% |
| 3Y | +126.3% | +186.8% | -60.5% | +47.9% |
| All | +90.7% | +117.7% | -27.1% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling