+227.0%
UPS vs GWW
+4,798.8%
-4,571.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.4% |
| 30D | -3.5% | +3.3% | -6.8% | -4.7% |
| 3M | -5.7% | +2.9% | -8.6% | -7.0% |
| 6M | -4.4% | +15.8% | -20.2% | -9.8% |
| YTD | +8.0% | +32.0% | -24.0% | -3.0% |
| 1Y | +29.0% | +29.9% | -0.9% | +16.3% |
| 3Y | -27.7% | +91.1% | -118.8% | -44.2% |
| 5Y | -34.3% | +223.9% | -258.3% | -58.7% |
| 10Y | +37.8% | +567.0% | -529.2% | -35.9% |
| All | +227.0% | +4,798.8% | -4,571.8% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling