+36.1%
UPS vs W
+142.4%
-106.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | +5.9% | -9.6% | -4.3% |
| 30D | -3.7% | -3.0% | -0.7% | -3.5% |
| 3M | -6.6% | +40.3% | -46.9% | -10.8% |
| 6M | +2.6% | +32.2% | -29.7% | -2.0% |
| YTD | +4.8% | -0.3% | +5.1% | +2.8% |
| 1Y | +25.3% | +16.2% | +9.1% | +20.2% |
| 3Y | -26.9% | +40.7% | -67.6% | -34.7% |
| 5Y | -33.5% | -62.3% | +28.8% | -38.0% |
| 10Y | +36.1% | +162.2% | -126.1% | +0.5% |
| All | +36.1% | +142.4% | -106.3% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling