+43.3%
UPS vs WMB
+284.4%
-241.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -0.6% | +8.1% | -8.7% | -2.2% |
| 30D | +16.4% | -6.9% | +23.3% | +17.9% |
| 3M | +7.9% | -5.1% | +13.0% | +8.6% |
| 6M | +15.8% | -5.7% | +21.6% | +16.5% |
| YTD | +16.6% | +18.1% | -1.5% | +11.4% |
| 1Y | +22.3% | +18.4% | +3.9% | +16.7% |
| 3Y | -6.2% | +122.7% | -128.9% | -24.5% |
| 5Y | -34.4% | +202.0% | -236.5% | -50.9% |
| All | +43.3% | +284.4% | -241.1% | +4.4% |
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