-33.5%
UPS vs WEC
+30.7%
-64.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.0% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | -3.7% | +0.9% | -4.6% | -4.1% |
| 3M | -6.6% | -5.3% | -1.2% | -5.0% |
| 6M | +2.6% | -6.6% | +9.1% | +4.6% |
| YTD | +4.8% | +3.3% | +1.5% | +3.4% |
| 1Y | +25.3% | +2.1% | +23.2% | +23.8% |
| 3Y | -26.9% | +39.6% | -66.4% | -35.8% |
| 5Y | -33.5% | +31.2% | -64.7% | -42.4% |
| All | -33.5% | +30.7% | -64.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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