+1,160.5%
WMT vs UAL
+246.2%
+914.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -1.9% |
| 7D | +1.6% | +8.2% | -6.5% | +1.1% |
| 30D | +16.1% | +2.3% | +13.7% | +15.8% |
| 3M | +12.3% | -12.7% | +25.0% | +13.2% |
| 6M | -3.1% | +12.7% | -15.8% | -4.3% |
| YTD | +13.4% | +0.8% | +12.6% | +12.5% |
| 1Y | +24.5% | +17.8% | +6.7% | +22.0% |
| 3Y | +135.7% | +206.7% | -71.0% | +113.4% |
| 5Y | +166.8% | +113.9% | +52.9% | +143.9% |
| 10Y | +543.4% | +97.0% | +446.5% | +464.4% |
| All | +1,160.5% | +246.2% | +914.3% | +782.7% |
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