+44.3%
UPS vs WM
+337.2%
-292.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.3% | +2.4% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | +17.3% | +13.3% | +4.0% | +11.2% |
| 3M | +7.9% | +4.4% | +3.5% | +5.8% |
| 6M | +13.7% | +10.8% | +2.9% | +8.1% |
| YTD | +17.2% | +9.1% | +8.1% | +11.6% |
| 1Y | +23.2% | +19.1% | +4.1% | +12.6% |
| 3Y | -5.9% | +45.7% | -51.5% | -25.8% |
| 5Y | -33.1% | +60.4% | -93.5% | -50.8% |
| 10Y | +44.3% | +328.7% | -284.4% | -42.2% |
| All | +44.3% | +337.2% | -292.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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