+45.9%
UPS vs BBWI
-47.4%
+93.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.6% |
| 7D | +3.8% | +0.1% | +3.6% | +3.8% |
| 30D | +17.4% | +12.9% | +4.5% | +15.3% |
| 3M | +8.2% | +16.0% | -7.8% | +5.5% |
| 6M | +17.9% | +16.6% | +1.3% | +14.3% |
| YTD | +18.7% | +9.7% | +9.0% | +15.2% |
| 1Y | +24.8% | +1.5% | +23.3% | +21.7% |
| 3Y | -4.5% | -21.4% | +16.8% | -5.6% |
| 5Y | -33.2% | -67.6% | +34.3% | -28.0% |
| All | +45.9% | -47.4% | +93.4% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling