+417.4%
WDC vs UPS
+27.3%
+390.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.4% |
| 7D | +1.7% | -2.9% | +4.6% | +3.0% |
| 30D | -10.0% | -3.5% | -6.5% | -8.4% |
| 3M | -18.8% | -5.7% | -13.0% | -16.9% |
| 6M | +79.0% | -4.4% | +83.4% | +78.8% |
| YTD | +171.6% | +8.0% | +163.5% | +160.5% |
| 1Y | +417.4% | +29.0% | +388.3% | +368.4% |
| All | +417.4% | +27.3% | +390.1% | +368.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling