-25.9%
UPS vs WM
+46.1%
-72.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -3.5% | -2.4% | -1.1% | -3.6% |
| 3M | -5.7% | +0.4% | -6.1% | -5.7% |
| 6M | -4.4% | -9.5% | +5.1% | -4.5% |
| YTD | +8.0% | +0.5% | +7.5% | +7.9% |
| 1Y | +29.0% | -1.1% | +30.1% | +29.2% |
| All | -25.9% | +46.1% | -72.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling