+36.4%
UPS vs WCC
+541.6%
-505.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.4% |
| 30D | -2.0% | -2.1% | +0.2% | -1.7% |
| 3M | -6.2% | +3.8% | -10.1% | -7.7% |
| 6M | +2.8% | +35.0% | -32.2% | -5.1% |
| YTD | +5.9% | +46.4% | -40.5% | -4.3% |
| 1Y | +26.2% | +63.0% | -36.7% | +10.7% |
| 3Y | -26.0% | +133.9% | -159.9% | -42.7% |
| 5Y | -34.3% | +226.5% | -260.8% | -54.5% |
| All | +36.4% | +541.6% | -505.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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