+259.5%
UPS vs WCC
+4,732.0%
-4,472.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.1% | +0.6% |
| 7D | -1.6% | +3.3% | -4.9% | -2.4% |
| 30D | +17.9% | -9.4% | +27.4% | +19.5% |
| 3M | +9.4% | -10.5% | +19.9% | +10.7% |
| 6M | +16.2% | -10.4% | +26.6% | +17.0% |
| YTD | +18.8% | +34.4% | -15.7% | +10.0% |
| 1Y | +26.1% | +27.7% | -1.6% | +17.8% |
| 3Y | -4.5% | +137.9% | -142.4% | -23.5% |
| 5Y | -33.2% | +147.0% | -180.3% | -48.3% |
| 10Y | +44.3% | +442.5% | -398.2% | -10.2% |
| All | +259.5% | +4,732.0% | -4,472.5% | +66.2% |
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