+221.2%
UPS vs WY
+140.9%
+80.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.3% | -1.3% |
| 7D | -2.1% | -2.1% | -0.1% | -1.5% |
| 30D | -2.3% | -10.5% | +8.2% | +1.3% |
| 3M | -5.2% | -4.9% | -0.4% | -4.0% |
| 6M | +1.4% | -4.9% | +6.3% | +2.6% |
| YTD | +6.1% | -1.7% | +7.8% | +6.0% |
| 1Y | +27.0% | -9.4% | +36.4% | +30.1% |
| 3Y | -25.9% | -22.3% | -3.6% | -20.7% |
| 5Y | -34.6% | -20.5% | -14.1% | -30.9% |
| 10Y | +36.2% | +4.9% | +31.2% | +22.7% |
| All | +221.2% | +140.9% | +80.3% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling