-25.9%
UPS vs WAB
+168.6%
-194.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -2.3% | -2.4% | +0.1% | -1.5% |
| 3M | -5.2% | +9.7% | -14.9% | -9.0% |
| 6M | +1.4% | +16.5% | -15.1% | -5.1% |
| YTD | +6.1% | +33.7% | -27.6% | -5.3% |
| 1Y | +27.0% | +49.7% | -22.7% | +8.5% |
| 3Y | -25.9% | +170.9% | -196.9% | -47.7% |
| All | -25.9% | +168.6% | -194.5% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling