+280.9%
WMB vs UAL
+97.8%
+183.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | +1.6% | +2.3% | -0.7% | +1.1% |
| 30D | -7.1% | +13.3% | -20.4% | -10.0% |
| 3M | -4.0% | -6.3% | +2.3% | -3.3% |
| 6M | -5.7% | +22.5% | -28.2% | -11.6% |
| YTD | +17.2% | +5.9% | +11.3% | +12.1% |
| 1Y | +17.2% | +24.7% | -7.5% | +7.3% |
| 3Y | +121.1% | +211.6% | -90.5% | +48.9% |
| 5Y | +197.2% | +130.6% | +66.6% | +104.5% |
| 10Y | +280.9% | +96.5% | +184.5% | +140.9% |
| All | +280.9% | +97.8% | +183.1% | +140.9% |
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 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