-34.6%
UPS vs WAT
-4.5%
-30.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.3% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -2.3% | -1.0% | -1.3% | -2.1% |
| 3M | -5.2% | +10.9% | -16.1% | -8.2% |
| 6M | +1.4% | +33.2% | -31.8% | -7.7% |
| YTD | +6.1% | +6.1% | 0.0% | +3.0% |
| 1Y | +27.0% | +30.2% | -3.2% | +14.9% |
| 3Y | -25.9% | +52.9% | -78.8% | -39.5% |
| 5Y | -34.6% | -5.1% | -29.5% | -43.3% |
| All | -34.6% | -4.5% | -30.1% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling