+204.1%
UPS vs WPM
+5,967.5%
-5,763.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | -3.5% | +26.4% | -29.9% | -5.3% |
| 3M | -5.7% | +20.8% | -26.5% | -7.2% |
| 6M | -4.4% | +1.1% | -5.5% | -4.9% |
| YTD | +8.0% | +32.5% | -24.4% | +5.2% |
| 1Y | +29.0% | +51.5% | -22.5% | +24.2% |
| 3Y | -27.7% | +267.0% | -294.7% | -35.3% |
| 5Y | -34.3% | +250.1% | -284.5% | -41.5% |
| 10Y | +37.8% | +540.4% | -502.6% | +14.8% |
| All | +204.1% | +5,967.5% | -5,763.4% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling