+227.0%
UPS vs WEC
+2,227.5%
-2,000.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -3.5% | -1.3% | -2.2% | -3.1% |
| 3M | -5.7% | -3.9% | -1.8% | -4.5% |
| 6M | -4.4% | -8.3% | +3.9% | -1.6% |
| YTD | +8.0% | +3.1% | +5.0% | +6.5% |
| 1Y | +29.0% | +1.9% | +27.1% | +27.5% |
| 3Y | -27.7% | +41.9% | -69.6% | -37.4% |
| 5Y | -34.3% | +30.8% | -65.1% | -42.0% |
| 10Y | +37.8% | +141.9% | -104.1% | -6.6% |
| All | +227.0% | +2,227.5% | -2,000.5% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling