-33.5%
UPS vs BBWI
-68.8%
+35.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -0.1% |
| 7D | -3.7% | -4.4% | +0.7% | -2.9% |
| 30D | -3.7% | -7.4% | +3.6% | -2.7% |
| 3M | -6.6% | -2.2% | -4.3% | -6.9% |
| 6M | +2.6% | -16.3% | +18.9% | +4.4% |
| YTD | +4.8% | -9.1% | +13.9% | +4.6% |
| 1Y | +25.3% | -34.5% | +59.8% | +32.0% |
| 3Y | -26.9% | -47.0% | +20.1% | -22.9% |
| 5Y | -33.5% | -68.8% | +35.3% | -21.8% |
| All | -33.5% | -68.8% | +35.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling