+137.1%
WMT vs UAL
+190.9%
-53.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -1.9% |
| 7D | +1.6% | +8.2% | -6.5% | +0.9% |
| 30D | +16.1% | +2.3% | +13.7% | +15.7% |
| 3M | +12.3% | -12.7% | +25.0% | +13.4% |
| 6M | -3.1% | +12.7% | -15.8% | -4.7% |
| YTD | +13.4% | +0.8% | +12.6% | +12.1% |
| 1Y | +24.5% | +17.8% | +6.7% | +20.7% |
| All | +137.1% | +190.9% | -53.8% | +106.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling