+70.0%
UPS vs WING
+685.5%
-615.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | +1.7% | +5.0% | -3.2% | +1.1% |
| 30D | +17.4% | +38.7% | -21.3% | +12.6% |
| 3M | +7.7% | +44.7% | -37.0% | +2.2% |
| 6M | +13.8% | +31.5% | -17.7% | +8.9% |
| YTD | +17.3% | -28.4% | +45.7% | +20.0% |
| 1Y | +27.2% | -28.2% | +55.3% | +29.8% |
| 3Y | -5.6% | -18.4% | +12.8% | -9.8% |
| 5Y | -33.5% | +5.2% | -38.8% | -41.2% |
| 10Y | +43.7% | +699.8% | -656.2% | -4.6% |
| All | +70.0% | +685.5% | -615.6% | +11.7% |
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