+64.6%
UPS vs W
+176.2%
-111.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.4% |
| 7D | -2.9% | -4.2% | +1.3% | -2.5% |
| 30D | -3.5% | -7.6% | +4.1% | -2.8% |
| 3M | -5.7% | +37.2% | -42.9% | -9.4% |
| 6M | -4.4% | +26.3% | -30.7% | -7.8% |
| YTD | +8.0% | -1.0% | +9.0% | +6.3% |
| 1Y | +29.0% | +20.1% | +9.0% | +23.9% |
| 3Y | -27.7% | +37.8% | -65.5% | -34.5% |
| 5Y | -34.3% | -63.7% | +29.3% | -38.5% |
| 10Y | +37.8% | +156.3% | -118.5% | +8.0% |
| All | +64.6% | +176.2% | -111.6% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling