+36.1%
UPS vs WAT
+156.2%
-120.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | -3.7% | -1.7% | -2.1% | -3.3% |
| 3M | -6.6% | +9.1% | -15.6% | -9.3% |
| 6M | +2.6% | +32.4% | -29.9% | -7.3% |
| YTD | +4.8% | +6.6% | -1.8% | +1.2% |
| 1Y | +25.3% | +34.7% | -9.4% | +11.2% |
| 3Y | -26.9% | +53.6% | -80.4% | -40.6% |
| 5Y | -33.5% | -4.1% | -29.4% | -37.2% |
| 10Y | +36.1% | +167.9% | -131.8% | -11.1% |
| All | +36.1% | +156.2% | -120.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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