+110.5%
UPS vs NWSA
+102.5%
+8.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.0% |
| 7D | +3.8% | +2.2% | +1.6% | +3.1% |
| 30D | +17.4% | -8.8% | +26.1% | +20.4% |
| 3M | +8.2% | -6.5% | +14.7% | +10.1% |
| 6M | +17.9% | +1.5% | +16.4% | +16.3% |
| YTD | +18.7% | +4.0% | +14.7% | +15.6% |
| 1Y | +24.8% | +3.4% | +21.4% | +21.8% |
| 3Y | -4.5% | +34.8% | -39.4% | -15.4% |
| 5Y | -33.2% | +18.4% | -51.6% | -39.7% |
| 10Y | +44.2% | +149.2% | -104.9% | -1.4% |
| All | +110.5% | +102.5% | +8.0% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling