+227.0%
UPS vs WCC
+5,082.1%
-4,855.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.0% | -1.9% |
| 7D | -2.9% | +4.5% | -7.4% | -3.7% |
| 30D | -3.5% | -5.8% | +2.3% | -2.6% |
| 3M | -5.7% | -3.7% | -2.1% | -5.5% |
| 6M | -4.4% | +23.1% | -27.4% | -9.0% |
| YTD | +8.0% | +44.2% | -36.1% | -0.5% |
| 1Y | +29.0% | +62.1% | -33.1% | +15.7% |
| 3Y | -27.7% | +121.1% | -148.8% | -40.9% |
| 5Y | -34.3% | +214.0% | -248.3% | -51.1% |
| 10Y | +37.8% | +472.8% | -435.0% | -14.7% |
| All | +227.0% | +5,082.1% | -4,855.1% | +50.3% |
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