-25.9%
UPS vs W
+44.2%
-70.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -2.1% | +6.5% | -8.6% | -3.0% |
| 30D | -2.3% | -6.2% | +3.9% | -1.5% |
| 3M | -5.2% | +48.9% | -54.1% | -11.8% |
| 6M | +1.4% | +31.2% | -29.8% | -4.5% |
| YTD | +6.1% | -0.4% | +6.5% | +3.5% |
| 1Y | +27.0% | +14.8% | +12.2% | +19.9% |
| 3Y | -25.9% | +40.5% | -66.4% | -38.9% |
| All | -25.9% | +44.2% | -70.1% | -38.9% |
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