-8.1%
UPS vs WST
+16.9%
-25.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.7% |
| 7D | 0.0% | -3.1% | +3.2% | +0.4% |
| 30D | +17.3% | +9.1% | +8.3% | +16.1% |
| 3M | +6.6% | +14.7% | -8.1% | +4.8% |
| 6M | +12.0% | +28.0% | -16.0% | +8.6% |
| YTD | +14.4% | +45.6% | -31.3% | +8.9% |
| 1Y | +23.3% | +45.7% | -22.4% | +17.3% |
| All | -8.1% | +16.9% | -25.1% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling