-34.4%
UPS vs WM
+63.0%
-97.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | +16.4% | +15.2% | +1.2% | +13.5% |
| 3M | +7.9% | +8.3% | -0.4% | +6.2% |
| 6M | +15.8% | +13.1% | +2.7% | +12.9% |
| YTD | +16.6% | +12.5% | +4.0% | +13.4% |
| 1Y | +22.3% | +21.8% | +0.5% | +16.9% |
| 3Y | -6.2% | +48.8% | -55.0% | -19.4% |
| 5Y | -34.4% | +62.1% | -96.5% | -45.7% |
| All | -34.4% | +63.0% | -97.4% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling