+125.6%
WFC vs UPS
-5.9%
+131.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.9% |
| 30D | +6.8% | +16.4% | -9.6% | +2.6% |
| 3M | -3.0% | +7.9% | -10.9% | -5.1% |
| 6M | +15.4% | +15.8% | -0.4% | +10.4% |
| YTD | -5.9% | +16.6% | -22.5% | -10.5% |
| 1Y | +1.7% | +22.3% | -20.6% | -4.7% |
| All | +125.6% | -5.9% | +131.5% | +109.6% |
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