+246.2%
UPS vs WM
+2,434.6%
-2,188.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -1.8% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | +17.3% | +13.1% | +4.3% | +12.4% |
| 3M | +6.6% | +3.6% | +3.0% | +5.2% |
| 6M | +12.0% | +8.1% | +3.9% | +8.4% |
| YTD | +14.4% | +8.9% | +5.5% | +10.1% |
| 1Y | +23.3% | +20.3% | +3.0% | +14.5% |
| 3Y | -9.6% | +46.2% | -55.8% | -23.3% |
| 5Y | -34.1% | +59.9% | -94.0% | -46.3% |
| 10Y | +49.5% | +345.6% | -296.1% | -14.6% |
| All | +246.2% | +2,434.6% | -2,188.4% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling