+227.0%
UPS vs WSM
+2,459.1%
-2,232.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | -2.9% | -3.3% | +0.4% | -2.3% |
| 30D | -3.5% | -8.4% | +4.9% | -1.9% |
| 3M | -5.7% | +9.7% | -15.4% | -7.5% |
| 6M | -4.4% | +16.7% | -21.0% | -7.3% |
| YTD | +8.0% | +28.7% | -20.7% | +2.6% |
| 1Y | +29.0% | +13.7% | +15.4% | +25.3% |
| 3Y | -27.7% | +230.1% | -257.8% | -44.5% |
| 5Y | -34.3% | +179.0% | -213.3% | -49.3% |
| 10Y | +37.8% | +1,002.5% | -964.7% | -22.6% |
| All | +227.0% | +2,459.1% | -2,232.1% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling