+36.1%
UPS vs WELL
+340.0%
-303.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -3.7% | -1.1% | -2.6% | -3.5% |
| 30D | -3.7% | +0.7% | -4.5% | -3.9% |
| 3M | -6.6% | +14.5% | -21.1% | -8.9% |
| 6M | +2.6% | +14.4% | -11.8% | -0.2% |
| YTD | +4.8% | +28.5% | -23.7% | -0.3% |
| 1Y | +25.3% | +41.8% | -16.5% | +16.7% |
| 3Y | -26.9% | +202.8% | -229.7% | -42.0% |
| 5Y | -33.5% | +208.8% | -242.3% | -48.0% |
| 10Y | +36.1% | +356.5% | -320.4% | -1.5% |
| All | +36.1% | +340.0% | -303.9% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling