+1,188.5%
WDC vs UPS
+37.9%
+1,150.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -4.3% | -2.0% | -2.3% | -3.4% |
| 30D | -1.5% | -2.0% | +0.5% | -0.6% |
| 3M | -15.5% | -6.2% | -9.3% | -12.9% |
| 6M | +66.5% | +2.8% | +63.7% | +63.1% |
| YTD | +159.9% | +5.9% | +154.0% | +149.2% |
| 1Y | +366.0% | +26.2% | +339.7% | +304.0% |
| 3Y | +1,285.8% | -26.0% | +1,311.8% | +1,438.5% |
| 5Y | +925.6% | -34.3% | +959.8% | +1,103.9% |
| All | +1,188.5% | +37.9% | +1,150.6% | +712.4% |
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 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