+68.9%
UPS vs WING
+637.7%
-568.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -1.3% |
| 7D | -0.6% | -3.9% | +3.3% | -0.1% |
| 30D | +16.4% | +26.6% | -10.2% | +12.9% |
| 3M | +7.9% | +42.5% | -34.6% | +2.6% |
| 6M | +15.8% | +29.4% | -13.6% | +11.0% |
| YTD | +16.6% | -32.8% | +49.3% | +20.1% |
| 1Y | +22.3% | -33.5% | +55.8% | +26.0% |
| 3Y | -6.2% | -23.4% | +17.2% | -9.6% |
| 5Y | -34.4% | -0.4% | -34.0% | -41.6% |
| 10Y | +41.7% | +647.8% | -606.2% | -5.2% |
| All | +68.9% | +637.7% | -568.8% | +11.9% |
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