+43.3%
UPS vs WWD
+442.7%
-399.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.4% |
| 7D | -0.6% | +8.2% | -8.8% | -2.5% |
| 30D | +16.4% | -0.2% | +16.6% | +16.2% |
| 3M | +7.9% | -8.4% | +16.3% | +9.8% |
| 6M | +15.8% | -9.5% | +25.4% | +17.7% |
| YTD | +16.6% | +10.1% | +6.5% | +11.9% |
| 1Y | +22.3% | +21.6% | +0.7% | +14.0% |
| 3Y | -6.2% | +149.6% | -155.8% | -29.8% |
| 5Y | -34.4% | +191.3% | -225.7% | -53.9% |
| All | +43.3% | +442.7% | -399.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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