+259.3%
UPS vs WAB
+3,674.4%
-3,415.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.1% |
| 7D | +3.8% | +5.1% | -1.3% | +2.4% |
| 30D | +17.4% | +4.0% | +13.3% | +16.0% |
| 3M | +8.2% | +0.1% | +8.1% | +8.0% |
| 6M | +17.9% | +12.8% | +5.2% | +13.6% |
| YTD | +18.7% | +40.1% | -21.4% | +7.9% |
| 1Y | +24.8% | +46.4% | -21.6% | +12.1% |
| 3Y | -4.5% | +167.4% | -171.9% | -27.6% |
| 5Y | -33.2% | +215.0% | -248.2% | -51.6% |
| 10Y | +44.2% | +269.2% | -224.9% | -5.1% |
| All | +259.3% | +3,674.4% | -3,415.0% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling