+42.5%
UPS vs ACWI
+223.6%
-181.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | +17.4% | -3.3% | +20.7% | +20.8% |
| 3M | +7.7% | -3.4% | +11.1% | +10.8% |
| 6M | +13.8% | +0.8% | +13.0% | +12.7% |
| YTD | +17.3% | +10.7% | +6.6% | +6.8% |
| 1Y | +27.2% | +11.6% | +15.6% | +15.0% |
| 3Y | -5.6% | +73.4% | -79.0% | -42.6% |
| 5Y | -33.5% | +60.2% | -93.7% | -56.7% |
| All | +42.5% | +223.6% | -181.1% | -49.7% |
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