-34.7%
UPS vs ITW
+36.9%
-71.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | -2.0% | -0.7% | -1.2% | -1.5% |
| 30D | -2.0% | -8.3% | +6.4% | +3.9% |
| 3M | -6.2% | +6.0% | -12.3% | -10.5% |
| 6M | +2.8% | 0.0% | +2.8% | +2.0% |
| YTD | +5.9% | +10.2% | -4.3% | -1.9% |
| 1Y | +26.2% | +3.2% | +23.0% | +22.1% |
| 3Y | -26.0% | +21.0% | -47.0% | -36.4% |
| All | -34.7% | +36.9% | -71.5% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling