+386.0%
WDC vs UPS
+26.3%
+359.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.7% |
| 7D | +4.4% | -3.4% | +7.8% | +5.9% |
| 30D | +5.3% | -2.7% | +8.0% | +6.4% |
| 3M | -5.9% | -1.6% | -4.3% | -5.1% |
| 6M | +73.2% | +2.3% | +70.9% | +71.4% |
| YTD | +167.8% | +5.6% | +162.3% | +159.2% |
| 1Y | +386.0% | +27.1% | +358.9% | +336.7% |
| All | +386.0% | +26.3% | +359.7% | +336.7% |
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