-33.1%
UPS vs W
-52.3%
+19.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.6% | -2.1% | +1.9% |
| 7D | +1.1% | +3.3% | -2.2% | +0.7% |
| 30D | +17.3% | +10.5% | +6.8% | +15.7% |
| 3M | +7.9% | +9.6% | -1.8% | +6.3% |
| 6M | +13.7% | +76.4% | -62.6% | +4.4% |
| YTD | +17.2% | +16.4% | +0.8% | +12.2% |
| 1Y | +23.2% | +9.3% | +13.9% | +18.6% |
| 3Y | -5.9% | +172.8% | -178.7% | -23.4% |
| 5Y | -33.1% | -53.4% | +20.3% | -42.9% |
| All | -33.1% | -52.3% | +19.2% | -42.9% |
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 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