+36.4%
UPS vs WSM
+1,071.8%
-1,035.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -2.0% | -7.7% | +5.8% | -0.2% |
| 3M | -6.2% | +3.8% | -10.0% | -7.1% |
| 6M | +2.8% | +22.7% | -19.9% | -2.0% |
| YTD | +5.9% | +28.0% | -22.1% | -0.1% |
| 1Y | +26.2% | +12.7% | +13.5% | +22.2% |
| 3Y | -26.0% | +231.3% | -257.3% | -45.6% |
| 5Y | -34.3% | +177.2% | -211.5% | -51.4% |
| All | +36.4% | +1,071.8% | -1,035.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling