-34.4%
UPS vs ACWI
+60.2%
-94.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.3% |
| 7D | -0.6% | +2.7% | -3.3% | -2.9% |
| 30D | +16.4% | -2.6% | +19.0% | +19.1% |
| 3M | +7.9% | -3.2% | +11.1% | +10.8% |
| 6M | +15.8% | +1.9% | +14.0% | +13.5% |
| YTD | +16.6% | +11.3% | +5.2% | +5.2% |
| 1Y | +22.3% | +11.7% | +10.6% | +10.0% |
| 3Y | -6.2% | +74.4% | -80.6% | -45.2% |
| 5Y | -34.4% | +59.5% | -93.9% | -58.4% |
| All | -34.4% | +60.2% | -94.6% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling