+991.6%
WDC vs UPS
-35.0%
+1,026.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.6% |
| 7D | +7.5% | -3.7% | +11.1% | +9.2% |
| 30D | +10.1% | -3.7% | +13.8% | +11.8% |
| 3M | -6.8% | -6.6% | -0.3% | -4.1% |
| 6M | +84.1% | +2.6% | +81.6% | +81.5% |
| YTD | +180.3% | +4.8% | +175.5% | +172.1% |
| 1Y | +411.1% | +25.3% | +385.8% | +356.1% |
| 3Y | +1,375.0% | -26.9% | +1,401.9% | +1,518.5% |
| 5Y | +991.6% | -33.5% | +1,025.1% | +1,175.5% |
| All | +991.6% | -35.0% | +1,026.5% | +1,175.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling