+205.2%
UPS vs WU
-21.8%
+227.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.4% |
| 7D | +3.8% | -2.0% | +5.8% | +4.5% |
| 30D | +17.4% | +11.4% | +5.9% | +12.6% |
| 3M | +8.2% | -6.8% | +15.0% | +10.4% |
| 6M | +17.9% | -14.6% | +32.6% | +22.5% |
| YTD | +18.7% | -20.6% | +39.3% | +26.1% |
| 1Y | +24.8% | -15.4% | +40.2% | +29.5% |
| 3Y | -4.5% | -23.6% | +19.1% | +1.1% |
| 5Y | -33.2% | -43.4% | +10.2% | -22.8% |
| 10Y | +44.2% | -38.8% | +83.0% | +57.7% |
| All | +205.2% | -21.8% | +227.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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