-25.9%
UPS vs WAT
+49.0%
-75.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.4% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.3% | -1.0% | -1.3% | -2.1% |
| 3M | -5.2% | +10.9% | -16.1% | -7.6% |
| 6M | +1.4% | +33.2% | -31.8% | -5.9% |
| YTD | +6.1% | +6.1% | 0.0% | +3.5% |
| 1Y | +27.0% | +30.2% | -3.2% | +17.2% |
| 3Y | -25.9% | +52.9% | -78.8% | -34.9% |
| All | -25.9% | +49.0% | -75.0% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling