-34.5%
UPS vs ACWI
+54.8%
-89.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | 0.0% | -2.4% | +2.4% | +2.2% |
| 30D | +17.3% | -5.2% | +22.5% | +22.9% |
| 3M | +6.6% | -4.8% | +11.4% | +11.2% |
| 6M | +12.0% | -1.3% | +13.3% | +12.9% |
| YTD | +14.4% | +8.4% | +6.0% | +5.7% |
| 1Y | +23.3% | +11.0% | +12.3% | +11.4% |
| 3Y | -9.6% | +70.6% | -80.2% | -46.1% |
| All | -34.5% | +54.8% | -89.3% | -57.5% |
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