+88.2%
UPS vs NWSA
+123.2%
-35.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | -2.1% | -2.6% | +0.5% | -1.3% |
| 30D | -2.3% | +4.6% | -6.9% | -3.7% |
| 3M | -5.2% | +10.2% | -15.4% | -8.5% |
| 6M | +1.4% | +21.6% | -20.2% | -5.3% |
| YTD | +6.1% | +14.6% | -8.5% | +0.6% |
| 1Y | +27.0% | +0.4% | +26.6% | +25.4% |
| 3Y | -25.9% | +45.0% | -70.9% | -35.7% |
| 5Y | -34.6% | +41.3% | -75.9% | -44.0% |
| 10Y | +36.2% | +142.8% | -106.6% | -7.0% |
| All | +88.2% | +123.2% | -35.0% | +30.8% |
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