-32.7%
UPS vs WCN
+48.0%
-80.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.8% | +2.6% | +1.2% | +3.1% |
| 30D | +17.4% | +23.9% | -6.6% | +11.1% |
| 3M | +8.2% | +17.4% | -9.2% | +3.8% |
| 6M | +17.9% | +28.0% | -10.1% | +10.3% |
| YTD | +18.7% | +11.6% | +7.1% | +15.0% |
| 1Y | +24.8% | +16.9% | +7.9% | +19.1% |
| 3Y | -4.5% | +51.6% | -56.1% | -22.9% |
| All | -32.7% | +48.0% | -80.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling