+36.4%
UPS vs WAB
+296.8%
-260.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -2.0% | -4.1% | +2.1% | -0.6% |
| 3M | -6.2% | +8.2% | -14.4% | -9.2% |
| 6M | +2.8% | +15.4% | -12.6% | -2.8% |
| YTD | +5.9% | +33.1% | -27.2% | -4.5% |
| 1Y | +26.2% | +48.1% | -21.8% | +9.5% |
| 3Y | -26.0% | +167.7% | -193.7% | -48.2% |
| 5Y | -34.3% | +225.7% | -260.0% | -57.1% |
| All | +36.4% | +296.8% | -260.4% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling