-33.5%
UPS vs WEC
+53.9%
-87.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +1.4% | +0.3% | +1.3% |
| 30D | +17.4% | +12.8% | +4.6% | +13.0% |
| 3M | +7.7% | +11.2% | -3.5% | +4.0% |
| 6M | +13.8% | +6.6% | +7.2% | +11.3% |
| YTD | +17.3% | +13.8% | +3.4% | +12.1% |
| 1Y | +27.2% | +7.6% | +19.5% | +23.9% |
| 3Y | -5.6% | +62.2% | -67.9% | -21.5% |
| 5Y | -33.5% | +52.0% | -85.5% | -43.5% |
| All | -33.5% | +53.9% | -87.5% | -43.5% |
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