+642.9%
WDC vs UPS
+43.9%
+599.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.8% | -6.0% |
| 7D | +12.1% | +3.8% | +8.3% | +10.0% |
| 30D | -18.8% | +17.4% | -36.2% | -25.4% |
| 3M | -39.3% | +8.2% | -47.5% | -42.1% |
| 6M | -40.1% | +17.9% | -58.1% | -45.4% |
| YTD | +71.8% | +18.7% | +53.1% | +54.7% |
| 1Y | +88.5% | +24.8% | +63.7% | +65.0% |
| 3Y | +770.0% | -4.5% | +774.5% | +729.2% |
| 5Y | +549.0% | -33.2% | +582.3% | +663.0% |
| All | +642.9% | +43.9% | +599.0% | +342.6% |
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