+1,394.6%
WDC vs UPS
-27.1%
+1,421.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | +7.5% | -3.7% | +11.1% | +8.8% |
| 30D | +10.1% | -3.7% | +13.8% | +11.4% |
| 3M | -6.8% | -6.6% | -0.3% | -4.7% |
| 6M | +84.1% | +2.6% | +81.6% | +82.6% |
| YTD | +180.3% | +4.8% | +175.5% | +174.9% |
| 1Y | +411.1% | +25.3% | +385.8% | +374.8% |
| All | +1,394.6% | -27.1% | +1,421.7% | +1,438.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling