+43.3%
UPS vs BBWI
-48.2%
+91.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.4% |
| 7D | -0.6% | -4.5% | +3.9% | +0.1% |
| 30D | +16.4% | +17.1% | -0.7% | +13.8% |
| 3M | +7.9% | +17.5% | -9.5% | +5.0% |
| 6M | +15.8% | +12.8% | +3.0% | +12.8% |
| YTD | +16.6% | +8.2% | +8.4% | +13.4% |
| 1Y | +22.3% | -1.8% | +24.1% | +19.8% |
| 3Y | -6.2% | -25.8% | +19.5% | -6.5% |
| 5Y | -34.4% | -68.0% | +33.6% | -29.1% |
| All | +43.3% | -48.2% | +91.5% | +32.6% |
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