+45.9%
UPS vs W
+212.4%
-166.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +17.4% | +6.8% | +10.5% | +16.4% |
| 3M | +8.2% | +10.7% | -2.5% | +6.7% |
| 6M | +17.9% | +86.3% | -68.4% | +8.6% |
| YTD | +18.7% | +11.5% | +7.2% | +14.8% |
| 1Y | +24.8% | +5.1% | +19.7% | +21.3% |
| 3Y | -4.5% | +171.0% | -175.5% | -20.2% |
| 5Y | -33.2% | -56.6% | +23.4% | -38.8% |
| All | +45.9% | +212.4% | -166.4% | +9.0% |
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