+44.3%
UPS vs ACWI
+226.8%
-182.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | +17.3% | -2.8% | +20.2% | +20.2% |
| 3M | +7.9% | -3.2% | +11.0% | +10.7% |
| 6M | +13.7% | +1.3% | +12.5% | +12.2% |
| YTD | +17.2% | +11.2% | +6.0% | +6.3% |
| 1Y | +23.2% | +13.8% | +9.5% | +9.5% |
| 3Y | -5.9% | +76.2% | -82.1% | -43.5% |
| 5Y | -33.1% | +59.5% | -92.5% | -56.2% |
| 10Y | +44.3% | +222.2% | -177.9% | -48.1% |
| All | +44.3% | +226.8% | -182.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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