+975.9%
WMT vs UAL
+242.1%
+733.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | +3.9% | +0.7% | +3.2% | +3.9% |
| 30D | -4.4% | -16.1% | +11.7% | -3.3% |
| 3M | -8.8% | +6.1% | -14.9% | -9.3% |
| 6M | -15.6% | +10.8% | -26.5% | -16.6% |
| YTD | -3.2% | -0.4% | -2.8% | -3.8% |
| 1Y | +7.0% | +5.0% | +2.0% | +5.8% |
| 3Y | +105.3% | +124.0% | -18.7% | +89.9% |
| 5Y | +129.3% | +141.0% | -11.7% | +107.9% |
| 10Y | +423.9% | +118.0% | +305.9% | +356.1% |
| All | +975.9% | +242.1% | +733.9% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling