-34.5%
UPS vs GWW
+219.8%
-254.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.2% |
| 30D | -2.7% | -2.3% | -0.4% | -1.9% |
| 3M | -1.6% | -3.3% | +1.7% | -0.7% |
| 6M | +2.3% | +15.4% | -13.0% | -4.1% |
| YTD | +5.6% | +26.7% | -21.2% | -5.0% |
| 1Y | +27.1% | +29.0% | -1.9% | +13.4% |
| 3Y | -26.3% | +89.0% | -115.3% | -45.5% |
| 5Y | -34.5% | +221.8% | -256.2% | -61.8% |
| All | -34.5% | +219.8% | -254.2% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling