-26.8%
UPS vs NWSA
+44.1%
-70.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -3.7% | -3.1% | -0.6% | -2.8% |
| 30D | -3.7% | +4.3% | -8.0% | -4.9% |
| 3M | -6.6% | +9.2% | -15.8% | -9.4% |
| 6M | +2.6% | +21.6% | -19.0% | -4.2% |
| YTD | +4.8% | +14.2% | -9.4% | -0.3% |
| 1Y | +25.3% | +1.8% | +23.5% | +24.2% |
| All | -26.8% | +44.1% | -70.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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