+217.2%
UPS vs ITW
+1,328.6%
-1,111.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.4% |
| 7D | -3.7% | -1.9% | -1.8% | -2.8% |
| 30D | -3.7% | -10.4% | +6.6% | +1.4% |
| 3M | -6.6% | +3.5% | -10.1% | -8.3% |
| 6M | +2.6% | -3.4% | +5.9% | +3.9% |
| YTD | +4.8% | +8.5% | -3.7% | +0.4% |
| 1Y | +25.3% | +3.2% | +22.0% | +22.7% |
| 3Y | -26.9% | +18.9% | -45.7% | -33.0% |
| 5Y | -33.5% | +35.0% | -68.5% | -42.7% |
| 10Y | +36.1% | +188.6% | -152.6% | -18.7% |
| All | +217.2% | +1,328.6% | -1,111.4% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling