+43.7%
UPS vs WST
+446.4%
-402.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | +1.4% | +0.4% | +1.4% |
| 30D | +17.4% | +12.7% | +4.7% | +14.1% |
| 3M | +7.7% | +17.2% | -9.4% | +3.7% |
| 6M | +13.8% | +26.7% | -12.8% | +7.4% |
| YTD | +17.3% | +50.3% | -33.0% | +5.8% |
| 1Y | +27.2% | +50.2% | -23.1% | +14.6% |
| 3Y | -5.6% | +21.7% | -27.4% | -16.5% |
| 5Y | -33.5% | +2.0% | -35.6% | -39.7% |
| 10Y | +43.7% | +451.1% | -407.4% | -24.0% |
| All | +43.7% | +446.4% | -402.7% | -24.0% |
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