-26.8%
UPS vs WCC
+129.2%
-156.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | -3.7% | +6.8% | -10.5% | -5.0% |
| 30D | -3.7% | -3.0% | -0.7% | -3.3% |
| 3M | -6.6% | +0.2% | -6.8% | -7.1% |
| 6M | +2.6% | +33.2% | -30.6% | -4.4% |
| YTD | +4.8% | +45.8% | -41.0% | -4.3% |
| 1Y | +25.3% | +68.4% | -43.1% | +10.3% |
| All | -26.8% | +129.2% | -156.0% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling