+112.4%
WFC vs UPS
+43.9%
+68.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +2.5% | +3.8% | -1.3% | +0.8% |
| 30D | +7.0% | +17.4% | -10.4% | -0.5% |
| 3M | -1.8% | +8.2% | -10.0% | -5.5% |
| 6M | +18.4% | +17.9% | +0.5% | +8.9% |
| YTD | -5.6% | +18.7% | -24.3% | -14.1% |
| 1Y | +3.9% | +24.8% | -20.9% | -7.8% |
| 3Y | +126.3% | -4.5% | +130.9% | +118.0% |
| 5Y | +91.1% | -33.2% | +124.3% | +118.3% |
| All | +112.4% | +43.9% | +68.5% | +32.2% |
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