-26.8%
UPS vs GWW
+89.5%
-116.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.7% | -0.5% | -3.2% | -3.5% |
| 30D | -3.7% | -1.4% | -2.3% | -3.4% |
| 3M | -6.6% | -3.6% | -2.9% | -5.7% |
| 6M | +2.6% | +15.1% | -12.6% | -2.8% |
| YTD | +4.8% | +27.5% | -22.7% | -4.1% |
| 1Y | +25.3% | +29.6% | -4.3% | +13.8% |
| All | -26.8% | +89.5% | -116.3% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling