-33.5%
UPS vs WSM
+182.5%
-216.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -3.7% | +2.6% | -6.3% | -4.3% |
| 30D | -3.7% | -9.3% | +5.5% | -1.4% |
| 3M | -6.6% | +7.1% | -13.6% | -8.2% |
| 6M | +2.6% | +21.7% | -19.2% | -2.6% |
| YTD | +4.8% | +28.7% | -24.0% | -1.9% |
| 1Y | +25.3% | +13.9% | +11.4% | +20.4% |
| 3Y | -26.9% | +232.2% | -259.0% | -49.5% |
| 5Y | -33.5% | +176.4% | -209.9% | -53.7% |
| All | -33.5% | +182.5% | -216.0% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling