+433.7%
WMT vs UAL
+98.4%
+335.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -5.8% | -13.4% | +7.6% | -5.2% |
| 3M | -10.8% | -2.3% | -8.5% | -10.8% |
| 6M | -14.3% | +13.3% | -27.7% | -15.2% |
| YTD | -4.4% | -4.2% | -0.2% | -4.7% |
| 1Y | +4.3% | +1.4% | +2.9% | +3.6% |
| 3Y | +100.1% | +125.8% | -25.7% | +90.2% |
| 5Y | +130.8% | +130.0% | +0.9% | +117.8% |
| 10Y | +433.7% | +104.2% | +329.5% | +417.6% |
| All | +433.7% | +98.4% | +335.3% | +417.6% |
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