+259.5%
UPS vs WAB
+3,753.1%
-3,493.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -1.6% | +3.1% | -4.7% | -2.5% |
| 30D | +17.9% | +6.4% | +11.5% | +15.8% |
| 3M | +9.4% | +2.2% | +7.2% | +8.6% |
| 6M | +16.2% | +13.7% | +2.5% | +11.7% |
| YTD | +18.8% | +43.0% | -24.2% | +7.4% |
| 1Y | +26.1% | +47.0% | -20.9% | +13.1% |
| 3Y | -4.5% | +174.4% | -178.8% | -28.0% |
| 5Y | -33.2% | +222.2% | -255.4% | -51.9% |
| 10Y | +44.3% | +276.9% | -232.6% | -5.6% |
| All | +259.5% | +3,753.1% | -3,493.7% | +43.8% |
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