+567.0%
WDC vs UPS
-33.1%
+600.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.8% | -6.8% | -5.8% |
| 7D | +12.1% | +3.8% | +8.3% | +10.3% |
| 30D | -18.8% | +17.4% | -36.2% | -24.5% |
| 3M | -39.3% | +8.2% | -47.5% | -41.6% |
| 6M | -40.1% | +17.9% | -58.1% | -44.6% |
| YTD | +71.8% | +18.7% | +53.1% | +57.1% |
| 1Y | +88.5% | +24.8% | +63.7% | +68.4% |
| 3Y | +770.0% | -4.5% | +774.5% | +720.4% |
| All | +567.0% | -33.1% | +600.1% | +680.7% |
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 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