+129.7%
WMT vs UAL
+131.8%
-2.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | +0.1% | +3.5% | -3.3% | -0.1% |
| 30D | -5.0% | -16.5% | +11.5% | -3.7% |
| 3M | -11.3% | +2.8% | -14.1% | -11.7% |
| 6M | -13.8% | +17.6% | -31.4% | -15.4% |
| YTD | -4.2% | -3.2% | -1.0% | -4.7% |
| 1Y | +4.6% | +0.4% | +4.1% | +3.5% |
| 3Y | +100.5% | +128.2% | -27.7% | +84.3% |
| 5Y | +129.7% | +137.7% | -8.1% | +109.4% |
| All | +129.7% | +131.8% | -2.1% | +109.4% |
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 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