+259.3%
UPS vs WCC
+4,651.5%
-4,392.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.1% |
| 7D | +3.8% | +9.9% | -6.2% | +1.9% |
| 30D | +17.4% | -8.4% | +25.8% | +18.7% |
| 3M | +8.2% | -10.3% | +18.5% | +9.4% |
| 6M | +17.9% | -10.5% | +28.4% | +18.8% |
| YTD | +18.7% | +32.2% | -13.5% | +10.3% |
| 1Y | +24.8% | +25.5% | -0.7% | +17.0% |
| 3Y | -4.5% | +134.7% | -139.2% | -23.3% |
| 5Y | -33.2% | +139.9% | -173.1% | -48.0% |
| 10Y | +44.2% | +433.5% | -389.2% | -10.0% |
| All | +259.3% | +4,651.5% | -4,392.2% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling