-34.6%
UPS vs WMB
+282.7%
-317.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -2.3% | +7.7% | -10.0% | -4.0% |
| 3M | -5.2% | +6.7% | -11.9% | -6.8% |
| 6M | +1.4% | +3.6% | -2.2% | +0.2% |
| YTD | +6.1% | +28.0% | -21.9% | -0.6% |
| 1Y | +27.0% | +37.6% | -10.6% | +16.3% |
| 3Y | -25.9% | +149.0% | -175.0% | -47.7% |
| 5Y | -34.6% | +285.3% | -319.9% | -59.1% |
| All | -34.6% | +282.7% | -317.3% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling