+428.1%
WMT vs UNH
+235.3%
+192.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | 0.0% | -4.5% | +4.6% | +0.8% |
| 30D | -7.4% | -6.5% | -0.9% | -6.4% |
| 3M | -10.9% | -6.0% | -4.9% | -10.1% |
| 6M | -12.7% | +33.7% | -46.3% | -17.1% |
| YTD | -3.2% | +16.4% | -19.6% | -6.5% |
| 1Y | +5.3% | +10.1% | -4.8% | +2.6% |
| 3Y | +101.9% | -16.3% | +118.2% | +99.8% |
| 5Y | +134.6% | +2.1% | +132.5% | +118.5% |
| All | +428.1% | +235.3% | +192.7% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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