-33.1%
UPS vs WELL
+227.7%
-260.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +1.1% | +3.5% | -2.4% | +0.4% |
| 30D | +17.3% | +9.7% | +7.6% | +14.9% |
| 3M | +7.9% | +4.8% | +3.1% | +6.6% |
| 6M | +13.7% | +16.1% | -2.3% | +9.8% |
| YTD | +17.2% | +34.7% | -17.5% | +8.9% |
| 1Y | +23.2% | +31.9% | -8.7% | +14.9% |
| 3Y | -5.9% | +209.9% | -215.7% | -34.2% |
| 5Y | -33.1% | +226.5% | -259.6% | -54.6% |
| All | -33.1% | +227.7% | -260.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling