+255.0%
UPS vs WM
+2,488.4%
-2,233.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.2% | -4.0% | -3.3% |
| 7D | +3.5% | +4.5% | -1.0% | +1.9% |
| 30D | +19.3% | +16.1% | +3.2% | +13.2% |
| 3M | +4.7% | +8.0% | -3.3% | +1.8% |
| 6M | +17.0% | +8.4% | +8.6% | +13.1% |
| YTD | +17.3% | +11.2% | +6.0% | +12.1% |
| 1Y | +27.4% | +22.3% | +5.0% | +17.6% |
| 3Y | -7.7% | +50.2% | -58.0% | -22.5% |
| 5Y | -32.4% | +63.3% | -95.7% | -45.3% |
| 10Y | +53.3% | +355.0% | -301.7% | -13.0% |
| All | +255.0% | +2,488.4% | -2,233.4% | +31.6% |
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