+45.9%
UPS vs WMB
+282.5%
-236.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +3.8% | +7.8% | -4.0% | +2.2% |
| 30D | +17.4% | -5.1% | +22.4% | +18.3% |
| 3M | +8.2% | -4.7% | +12.9% | +8.8% |
| 6M | +17.9% | -7.4% | +25.3% | +19.1% |
| YTD | +18.7% | +17.5% | +1.2% | +13.5% |
| 1Y | +24.8% | +19.5% | +5.3% | +18.8% |
| 3Y | -4.5% | +121.3% | -125.8% | -23.0% |
| 5Y | -33.2% | +200.5% | -233.7% | -50.0% |
| All | +45.9% | +282.5% | -236.6% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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