+266.3%
WMB vs UAL
+99.5%
+166.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -6.9% | +12.5% | -19.4% | -9.4% |
| 30D | -7.2% | +12.2% | -19.4% | -9.8% |
| 3M | -5.4% | -2.6% | -2.8% | -5.5% |
| 6M | -4.9% | +21.1% | -25.9% | -10.5% |
| YTD | +14.7% | +7.8% | +6.9% | +9.3% |
| 1Y | +14.7% | +25.4% | -10.7% | +5.0% |
| 3Y | +116.4% | +217.3% | -101.0% | +45.2% |
| 5Y | +198.5% | +132.9% | +65.7% | +105.2% |
| 10Y | +266.3% | +101.1% | +165.1% | +131.4% |
| All | +266.3% | +99.5% | +166.8% | +131.4% |
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