+227.0%
UPS vs WAT
+1,579.5%
-1,352.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | -3.5% | +2.3% | -5.9% | -4.0% |
| 3M | -5.7% | +8.7% | -14.5% | -7.4% |
| 6M | -4.4% | +28.3% | -32.7% | -9.7% |
| YTD | +8.0% | +7.8% | +0.2% | +5.4% |
| 1Y | +29.0% | +36.6% | -7.6% | +19.6% |
| 3Y | -27.7% | +45.7% | -73.4% | -35.0% |
| 5Y | -34.3% | -3.3% | -31.0% | -36.5% |
| 10Y | +37.8% | +162.1% | -124.3% | +9.2% |
| All | +227.0% | +1,579.5% | -1,352.5% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling