+296.4%
WBD vs UPS
+194.0%
+102.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.5% |
| 7D | -0.7% | -2.1% | +1.4% | +0.4% |
| 30D | +5.0% | -2.3% | +7.3% | +6.3% |
| 3M | +6.2% | -5.2% | +11.4% | +8.4% |
| 6M | +0.6% | +1.4% | -0.8% | -2.1% |
| YTD | -2.4% | +6.1% | -8.5% | -8.1% |
| 1Y | +127.7% | +27.0% | +100.7% | +92.2% |
| 3Y | +148.4% | -25.9% | +174.3% | +178.2% |
| 5Y | +4.2% | -34.6% | +38.8% | +23.2% |
| 10Y | +10.8% | +36.2% | -25.4% | -24.4% |
| All | +296.4% | +194.0% | +102.4% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling