+254.7%
UPS vs WMB
+591.5%
-336.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +2.0% |
| 7D | +1.1% | -6.7% | +7.8% | +1.9% |
| 30D | +17.3% | -8.6% | +25.9% | +18.4% |
| 3M | +7.9% | -4.9% | +12.8% | +8.3% |
| 6M | +13.7% | -6.3% | +20.0% | +14.2% |
| YTD | +17.2% | +13.0% | +4.2% | +15.1% |
| 1Y | +23.2% | +14.9% | +8.3% | +20.8% |
| 3Y | -5.9% | +113.4% | -119.2% | -14.5% |
| 5Y | -33.1% | +190.2% | -223.2% | -41.3% |
| 10Y | +44.3% | +259.9% | -215.5% | +20.7% |
| All | +254.7% | +591.5% | -336.8% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling