+30.6%
UPS vs BBWI
+2.4%
+28.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +4.2% |
| 7D | +8.2% | +8.8% | -0.6% | +7.2% |
| 30D | +22.7% | +34.8% | -12.1% | +18.9% |
| 3M | +6.4% | +12.9% | -6.5% | +4.8% |
| 6M | +22.6% | +29.6% | -7.0% | +18.2% |
| YTD | +20.7% | +20.8% | -0.1% | +17.2% |
| 1Y | +30.6% | +4.1% | +26.6% | +27.4% |
| All | +30.6% | +2.4% | +28.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling