+56.6%
UPS vs WING
+405.9%
-349.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.9% | -3.9% | +1.0% | -2.4% |
| 30D | -3.5% | -11.6% | +8.1% | -2.2% |
| 3M | -5.7% | -24.2% | +18.5% | -2.9% |
| 6M | -4.4% | -54.1% | +49.7% | +4.4% |
| YTD | +8.0% | -53.9% | +61.9% | +17.2% |
| 1Y | +29.0% | -64.4% | +93.4% | +44.0% |
| 3Y | -27.7% | -30.2% | +2.5% | -30.0% |
| 5Y | -34.3% | -34.1% | -0.2% | -38.3% |
| 10Y | +37.8% | +342.1% | -304.4% | -1.3% |
| All | +56.6% | +405.9% | -349.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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