+227.0%
UPS vs WCN
+6,105.9%
-5,878.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -2.9% | -0.6% | -2.2% | -2.7% |
| 30D | -3.5% | +0.4% | -3.9% | -3.6% |
| 3M | -5.7% | +7.3% | -13.0% | -7.4% |
| 6M | -4.4% | -2.5% | -1.9% | -4.2% |
| YTD | +8.0% | -5.4% | +13.4% | +8.8% |
| 1Y | +29.0% | -8.5% | +37.5% | +30.8% |
| 3Y | -27.7% | +20.8% | -48.5% | -31.9% |
| 5Y | -34.3% | +30.0% | -64.4% | -39.3% |
| 10Y | +37.8% | +238.4% | -200.6% | +4.5% |
| All | +227.0% | +6,105.9% | -5,878.9% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling