+25.3%
UPS vs W
+15.1%
+10.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -3.7% | +5.9% | -9.6% | -4.4% |
| 30D | -3.7% | -3.0% | -0.7% | -3.4% |
| 3M | -6.6% | +40.3% | -46.9% | -11.6% |
| 6M | +2.6% | +32.2% | -29.7% | -2.9% |
| YTD | +4.8% | -0.3% | +5.1% | +2.3% |
| 1Y | +25.3% | +16.2% | +9.1% | +14.2% |
| All | +25.3% | +15.1% | +10.2% | +14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling