+259.3%
UPS vs WAT
+1,788.2%
-1,528.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +3.8% | +0.6% | +3.2% | +3.7% |
| 30D | +17.4% | +5.4% | +11.9% | +16.1% |
| 3M | +8.2% | +11.3% | -3.1% | +5.7% |
| 6M | +17.9% | +37.4% | -19.5% | +10.1% |
| YTD | +18.7% | +21.2% | -2.5% | +13.0% |
| 1Y | +24.8% | +21.3% | +3.5% | +18.7% |
| 3Y | -4.5% | +83.4% | -87.9% | -18.0% |
| 5Y | -33.2% | +29.0% | -62.2% | -39.0% |
| 10Y | +44.2% | +223.9% | -179.7% | +9.9% |
| All | +259.3% | +1,788.2% | -1,528.9% | +114.2% |
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