-9.6%
UPS vs WMB
+97.7%
-107.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | 0.0% | -13.8% | +13.9% | +0.4% |
| 30D | +17.3% | -10.3% | +27.7% | +17.5% |
| 3M | +6.6% | -10.1% | +16.7% | +6.7% |
| 6M | +12.0% | -11.8% | +23.9% | +12.1% |
| YTD | +14.4% | +8.9% | +5.4% | +13.2% |
| 1Y | +23.3% | +14.0% | +9.3% | +21.5% |
| 3Y | -9.6% | +100.5% | -110.2% | -25.7% |
| All | -9.6% | +97.7% | -107.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling