-4.5%
UPS vs NWSA
+32.6%
-37.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.1% |
| 7D | +3.8% | +2.2% | +1.6% | +3.2% |
| 30D | +17.4% | -8.8% | +26.1% | +20.0% |
| 3M | +8.2% | -6.5% | +14.7% | +9.8% |
| 6M | +17.9% | +1.5% | +16.4% | +16.3% |
| YTD | +18.7% | +4.0% | +14.7% | +15.7% |
| 1Y | +24.8% | +3.4% | +21.4% | +21.9% |
| 3Y | -4.5% | +34.8% | -39.4% | -19.0% |
| All | -4.5% | +32.6% | -37.1% | -19.0% |
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