-33.5%
UPS vs WPM
+261.4%
-294.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | -3.7% | +3.9% | -7.6% | -4.0% |
| 30D | -3.7% | +17.7% | -21.4% | -5.4% |
| 3M | -6.6% | +39.4% | -46.0% | -9.8% |
| 6M | +2.6% | +6.4% | -3.9% | +1.0% |
| YTD | +4.8% | +34.0% | -29.2% | +1.1% |
| 1Y | +25.3% | +50.5% | -25.2% | +19.5% |
| 3Y | -26.9% | +280.3% | -307.2% | -39.1% |
| 5Y | -33.5% | +266.3% | -299.8% | -48.0% |
| All | -33.5% | +261.4% | -294.9% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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