+36.1%
UPS vs WMB
+315.8%
-279.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | -3.7% | +4.6% | -8.3% | -4.8% |
| 3M | -6.6% | +5.7% | -12.3% | -7.9% |
| 6M | +2.6% | +4.2% | -1.6% | +1.2% |
| YTD | +4.8% | +26.8% | -22.1% | -1.1% |
| 1Y | +25.3% | +34.7% | -9.4% | +16.4% |
| 3Y | -26.9% | +146.8% | -173.7% | -42.3% |
| 5Y | -33.5% | +285.0% | -318.5% | -52.7% |
| 10Y | +36.1% | +313.2% | -277.1% | -3.2% |
| All | +36.1% | +315.8% | -279.7% | -3.2% |
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