-34.6%
UPS vs W
-63.0%
+28.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -2.1% | +6.5% | -8.6% | -2.9% |
| 30D | -2.3% | -6.2% | +3.9% | -1.6% |
| 3M | -5.2% | +48.9% | -54.1% | -10.8% |
| 6M | +1.4% | +31.2% | -29.8% | -3.6% |
| YTD | +6.1% | -0.4% | +6.5% | +3.8% |
| 1Y | +27.0% | +14.8% | +12.2% | +21.3% |
| 3Y | -25.9% | +40.5% | -66.4% | -35.1% |
| 5Y | -34.6% | -62.1% | +27.5% | -41.0% |
| All | -34.6% | -63.0% | +28.4% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling