+227.0%
UPS vs WAB
+3,483.1%
-3,256.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -2.9% | -3.2% | +0.3% | -2.0% |
| 30D | -3.5% | -4.4% | +0.9% | -2.4% |
| 3M | -5.7% | +7.9% | -13.6% | -7.9% |
| 6M | -4.4% | +8.7% | -13.1% | -6.8% |
| YTD | +8.0% | +33.0% | -25.0% | -0.2% |
| 1Y | +29.0% | +46.7% | -17.6% | +15.9% |
| 3Y | -27.7% | +153.0% | -180.7% | -44.3% |
| 5Y | -34.3% | +222.3% | -256.6% | -52.6% |
| 10Y | +37.8% | +291.0% | -253.2% | -10.4% |
| All | +227.0% | +3,483.1% | -3,256.1% | +33.6% |
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