+36.1%
UPS vs WST
+325.7%
-289.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -3.7% | -4.3% | +0.6% | -2.8% |
| 3M | -6.6% | +0.7% | -7.3% | -6.8% |
| 6M | +2.6% | +36.0% | -33.5% | -5.0% |
| YTD | +4.8% | +22.7% | -18.0% | -0.8% |
| 1Y | +25.3% | +34.1% | -8.8% | +15.6% |
| 3Y | -26.9% | -13.6% | -13.3% | -29.0% |
| 5Y | -33.5% | -26.0% | -7.5% | -34.4% |
| 10Y | +36.1% | +335.8% | -299.7% | -22.6% |
| All | +36.1% | +325.7% | -289.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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