+127.9%
WFC vs UPS
-33.5%
+161.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +0.3% | -3.4% | +3.7% | +1.6% |
| 30D | +2.3% | -2.7% | +5.0% | +3.3% |
| 3M | +9.8% | -1.6% | +11.4% | +10.0% |
| 6M | +15.6% | +2.3% | +13.2% | +13.4% |
| YTD | -2.4% | +5.6% | -8.0% | -5.7% |
| 1Y | +13.8% | +27.1% | -13.2% | +1.7% |
| 3Y | +134.6% | -26.3% | +160.9% | +154.4% |
| 5Y | +127.9% | -34.5% | +162.4% | +170.8% |
| All | +127.9% | -33.5% | +161.4% | +170.8% |
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