+177.8%
UPS vs WU
-19.6%
+197.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -3.5% | -1.1% | -2.4% | -3.2% |
| 3M | -5.7% | -3.9% | -1.9% | -5.7% |
| 6M | -4.4% | -20.7% | +16.3% | +2.2% |
| YTD | +8.0% | -18.4% | +26.4% | +14.0% |
| 1Y | +29.0% | -8.1% | +37.1% | +30.1% |
| 3Y | -27.7% | -24.2% | -3.6% | -23.1% |
| 5Y | -34.3% | -50.4% | +16.1% | -20.3% |
| 10Y | +37.8% | -40.0% | +77.8% | +52.0% |
| All | +177.8% | -19.6% | +197.4% | +144.4% |
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