-5.9%
UPS vs W
+151.3%
-157.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +1.8% |
| 7D | +1.1% | +3.3% | -2.2% | +0.6% |
| 30D | +17.3% | +10.5% | +6.8% | +15.5% |
| 3M | +7.9% | +9.6% | -1.8% | +6.1% |
| 6M | +13.7% | +76.4% | -62.6% | +2.7% |
| YTD | +17.2% | +16.4% | +0.8% | +11.4% |
| 1Y | +23.2% | +9.3% | +13.9% | +17.9% |
| 3Y | -5.9% | +172.8% | -178.7% | -27.9% |
| All | -5.9% | +151.3% | -157.2% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling