+11.4%
WBD vs UPS
+37.9%
-26.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.7% | -2.0% | +1.2% | +0.1% |
| 30D | +1.4% | -2.0% | +3.4% | +2.3% |
| 3M | +4.4% | -6.2% | +10.6% | +6.8% |
| 6M | +0.8% | +2.8% | -1.9% | -1.9% |
| YTD | -2.7% | +5.9% | -8.6% | -7.3% |
| 1Y | +73.4% | +26.2% | +47.2% | +51.0% |
| 3Y | +142.1% | -26.0% | +168.1% | +165.3% |
| 5Y | +7.2% | -34.3% | +41.5% | +22.8% |
| All | +11.4% | +37.9% | -26.5% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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