-34.7%
UPS vs WY
-22.2%
-12.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.0% | -4.2% | +2.2% | 0.0% |
| 30D | -2.0% | -10.1% | +8.1% | +3.0% |
| 3M | -6.2% | -8.5% | +2.3% | -2.8% |
| 6M | +2.8% | -3.3% | +6.1% | +3.5% |
| YTD | +5.9% | -4.4% | +10.3% | +6.7% |
| 1Y | +26.2% | -11.5% | +37.7% | +32.0% |
| 3Y | -26.0% | -24.3% | -1.7% | -17.7% |
| All | -34.7% | -22.2% | -12.4% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling