-26.2%
UPS vs ITW
+18.9%
-45.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | -3.4% | -2.4% | -1.0% | -1.9% |
| 30D | -2.7% | -9.5% | +6.8% | +3.8% |
| 3M | -1.6% | +6.6% | -8.3% | -6.6% |
| 6M | +2.3% | -1.8% | +4.1% | +2.6% |
| YTD | +5.6% | +9.0% | -3.4% | -1.7% |
| 1Y | +27.1% | +3.6% | +23.5% | +22.3% |
| All | -26.2% | +18.9% | -45.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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