+267.0%
UPS vs WTW
+1,094.8%
-827.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.2% |
| 7D | -3.7% | -7.1% | +3.4% | -1.6% |
| 30D | -3.7% | -8.5% | +4.8% | -1.3% |
| 3M | -6.6% | +20.6% | -27.1% | -12.0% |
| 6M | +2.6% | +7.2% | -4.6% | -0.6% |
| YTD | +4.8% | -3.9% | +8.6% | +4.5% |
| 1Y | +25.3% | -3.6% | +28.9% | +24.5% |
| 3Y | -26.9% | +60.7% | -87.5% | -38.8% |
| 5Y | -33.5% | +42.2% | -75.7% | -42.5% |
| 10Y | +36.1% | +195.5% | -159.4% | -6.8% |
| All | +267.0% | +1,094.8% | -827.9% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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