+255.0%
UPS vs WMB
+602.0%
-347.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +1.7% | -6.9% | +8.6% | +2.5% |
| 30D | +17.4% | -7.2% | +24.6% | +18.3% |
| 3M | +7.7% | -5.4% | +13.2% | +8.2% |
| 6M | +13.8% | -4.9% | +18.7% | +14.1% |
| YTD | +17.3% | +14.7% | +2.6% | +15.0% |
| 1Y | +27.2% | +14.7% | +12.5% | +24.6% |
| 3Y | -5.6% | +116.4% | -122.0% | -14.5% |
| 5Y | -33.5% | +198.5% | -232.1% | -41.9% |
| 10Y | +43.7% | +266.3% | -222.6% | +19.9% |
| All | +255.0% | +602.0% | -347.0% | +134.4% |
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 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